It depends from the number and size of windows your user is willing to compare. If you have no more than 3-4 windows, and you Silverlight application is occupying the whole browser area the experience which be much better if you use windows in the same application. However, if your Silverlight application doesn't occupy the whole browser area, or at least significant amount of it, you should use a second page that will show the details of your grid.
By the way, with our Service Pack release which is coming soon, we have extended our RadWindow control to have IsRestricted property that is used to restrict the control to a specific area in the page. I think you can benefit from it as soon as we release our service pack. Thank you for contacting us and feel free to share any other experience you have.
the Telerik team