You can easily put a filter cell into edit mode by code. You should simply call the BeginEdit method of the desired cell:
Copy[C#] Put a filter cell in edit mode programmatically
this.radGridView1.MasterView.TableFilteringRow.Cells[1].BeginEdit();
Copy[VB.NET] Put a filter cell in edit mode programmatically
Me.RadGridView1.MasterView.TableFilteringRow.Cells(0).BeginEdit()