The scenario that you have experienced is a known issue. I am glad to inform you that the issue has been addressed in Q3 2010 SP1 that we have just released. In the meantime, you can subscribe to the KeyPress event where your can change the selection position of the editor:
sender, KeyPressEventArgs e)
GridSpinEditor spinEditor =
GridSpinEditorElement editorElement = (GridSpinEditorElement)spinEditor.EditorElement;
editorElement.TextBoxItem.SelectionStart = 1;
editorElement.TextBoxItem.SelectionLength = 0;
I hope this helps.
the Telerik team
Check out the Q1 2011 Roadmap
for Telerik Controls for Windows Forms.