The issue you are experiencing, should not occur with the latest version of RadGrid for ASP.NET AJAX. Are you by any chance using some older version? Or are you using some non-embedded customized version of the Office2007 skin for RadGrid?
Indeed, it is not correct to add CSS styles or register CSS files in the content page, however you can add those styles in a CSS file, which is registered in the masterpage.
Let us know if you need further advice.
the Telerik team