Unfortunately, this is not possible with the current RadGridView implementation. We will be definitely looking into implementing the feature at some point. However, I cannot promise that this will happen with Q3 2009. We will surely continue our research on the matter and we will do our best to implement the feature in the Q3 2009 version of the RadGridView control. If we do not manage to do this we will most probably prepare an example showing how to achieve this goal.
the Telerik team