Was interested reading this old post as the suggested solution didn't seem to make sense (and I have a similar issue).
The original post seems to suggest Shaun is trying to set the Datasource in ItemDataBound as there is a search box per row. If this is the case then I'm sure it's not possible to set the Datasource in Page_Load as the grid rows haven't yet been returned.
I am trying to add a RadSearchBox to a popup from a RadGrid - surely the Datasource HAS to be set in ItemDataBound? This is also what I have done and I get the "DataSource not set" alert.
As Page_load is not an option I'm kind of stuck. My current datasource declaration looks like this (within ItemDataBound) ...
if (e.Item is GridEditFormInsertItem)
GridEditFormInsertItem editform = e.Item as GridEditFormInsertItem;
RadSearchBox rsb1 = (RadSearchBox)editform.FindControl("RadSearchBox1");
rsb1.DataSource = GetTraineeRecords();
rsb1.DataTextField = "TraineeName";
rsb1.DataValueField = "TraineeID";