I suggest to use a RadAjaxManager to perform an ajax request when the RadWindow is closed and to rebind the grid.
You can find a very detailed and similar demo below:
Note, that when you install RadControls, our online examples projects are automatically installed on your computer and you can not only examine their full source code, but also extend them further in order to meet your requirements.
You can open the demos from here:
Start\Programs\Telerik\RadControls for ASPNET AJAX\Open Sample WebSite In VisualStudio
The actual location on your hard disk is the following one:
C:\Program Files\Telerik\RadControls for ASPNET AJAX \Live Demos
I hope that this information is helpful.
the Telerik team