Hi, greencode. You got the most of the answer of what I needed. To complete it, I moved the wp_pagenavi function code to the top of the loop like this:
<?php
$my_query = new WP_Query(array(
'cat' => '1',
'posts_per_page' => 5,
'paged' => get_query_var('paged')));
wp_pagenavi( array( 'query' => $my_query ) );
while ( $my_query->have_posts() ) : $my_query->the_post();?>
<h2><?php the_title(); ?></h2>
<?php
endwhile;
?>