Actually this part of RadGridView is FilteringControl and you may modify it in Expression Blend in the same way as the rest elements of RadGridView. GridViewDataColumn exposes two properties which you may use to customize the available filtering options:
ShowFieldFilters-show/hide bottom part.
ShowDistinctFilters-show/hide top part.
If these properties do not satisfy your requirements you should predefine the template of FilteringControl and modify it in the way you need. For those clients who do not use Microsoft Expression Blend we ship our themes as separate projects and you may get the xaml files for all Telerik themes from the Themes folder of your personal installation.
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