Thanks. That seems to be getting things a little closer. I now have something like this in my ASP page:
<telerik:GridImageColumn DataType="System.String" HeaderText="ImageLocation" DataImageUrlFields="ImageLocation"
For the first record the value in ImageLocation is:
Which is the name of a jpeg file in the root of the web. I added the column with the ImageLocation as just a string column so I can see it is getting it ok, but in the GridImageColumn i just a box where the image would go but no image. There is also a smaller box in the box with a red X in it. Any suggestion on what I need to do to get the image to display?