Hi Andreas Bieber,
Thank you for the question.
When you create a theme in the new Visual Style Builder, you get at least two xml files - one xml for the control that you have edited and one xml files that contains the styles defined in repository items. In your case the repository xml file is most probably named Desert_Repository.xml.
You need to load this xml file in your project and the RadGridView control instance should be styled correctly.
I hope this helps. If you have additional questions, feel free to contact me.
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