@rohitink – Good article (How To Add Wp-PageNavi To WordPress Twenty Eleven) if you’re editing the parent theme and not creating a child theme. Otherwise, you need to Zeak’s method or you need to override the original theme function as I mention above.
One other thing – In your article, you state if you “wish to Stylize the Plugin you need to Edit Plugin Files”. That’s actually not the case. You can style them in style.css after disabling ‘Use pagenavi-css.css’ in the plugin’s settings. Here’s example CSS from one of my blogs where I do just this:
.wp-pagenavi a, .wp-pagenavi a:link, .wp-pagenavi a:active{padding:2px 4px 2px 4px; font-size:12px; margin:2px; text-decoration:none; border:1px solid #666; color:#000; background-color:#fff}
.wp-pagenavi a:hover{border:1px solid #A90000; font-size:12px; color:#000; background-color:#FFF7D3}
.wp-pagenavi span.pages{padding:2px 4px 2px 4px; font-size:12px; margin:2px 2px 2px 2px; border:1px solid #CCC; color:#666; background-color:#FFF}
.wp-pagenavi span.current{padding:2px 4px 2px 4px; font-size:12px; margin:2px; font-weight:bold; border:1px solid #A90000; color:#666; background-color:#FFF7D3}
.wp-pagenavi span.extend{padding:2px 4px 2px 4px; font-size:12px; margin:2px; border:1px solid #FFF; color:#666; background-color:#FFF}