You can use the OnClientShow event to initiate and AJAX request to show the user control (e.g., set its Visible property to true). This article will show you how to use the ContentTemplate of a RadWindow with AJAX: http://docs.telerik.com/devtools/aspnet-ajax/controls/window/how-to/how-to-use-radwindow-with-ajax.
Your other option (the easier, in my opinion), is to load an entire aspx page in the RadWIndow. It will load it only when shown initially if it is set via the NavigateUrl property. If you do not specify it, you can use the setUrl() client-side method to load it only when needed. If you set the ShowContentDuringLoad property to false, RadWindow will give you a nice loading animation: http://demos.telerik.com/aspnet-ajax/window/examples/showcontentduringload/defaultcs.aspx.
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