The approach to solving this scenario depends on the way you use the RadWindow. If you have the RadGrid in its ContentTemplate then you can use this online demo
as a basis, since in this case the RadGrid will actually be a part of the main page.
If you are loading an external page in the RadWindow things get a little more complicated since some cross-iframe communication is needed. This is best achieved by declaring a number of functions in the respective pages an calling them in turn to do their job. For example a function in the page with the grid will call a function from the parent page that will open the second RadWindow. A function in the second RadWindow may call a function from the main page that can access the first RadWindow and call a function that rebinds the grid there. The approach is shown in this help article
I also believe that you may find the following help articles useful:
the Telerik team
Register for the Q2 2011 What's New Webinar Week. Mark your calendar for the week starting July 18th and book your seat for a walk through of all the exciting stuff we will ship with the new release!