The FilteringItem is the row that holds the filtering boxes. It appears automatically when you enable the filtering (Set AllowFilteringByColumn to true):

The FilteringItem is always placed in <THEAD> section of a grid. As a result, it always appears on top of the grid (not at the bottom). You can customize the FilteringItem by setting a CSS class to the FilterItemStyle property of RadGrid or GridTableView. You can set the FilterItemStyle globally in the RadGrid declaration or set it individually for each table in the grid.

Caution
If you are using a skin with your RadGrid control and want to customize the look and feel of the FilteringItem, alter the .GridFilterRow_[SkinName] class, where [SkinName] is the name of the skin. Applying changes to FilterItemStyle will not override the Skin properties.