it does not make my second suggestion invalid, you just need to modify it,
if you have a 2 column primary key then you should alter the second statement to:
select *
from myTable
where (col1 = saved_col1 and col2 > saved_col2)
or (col1 > col1)
order by col1, col2
there is a redbook that explains this
you can find here:
http://www.redbooks.ibm.com/abstracts/sg247134.html?Openit's for zos basically, but this part (called paging) is the same for all platforms