When I filter one column, then try to filter another column on the first
filtered set, it does not work together. It resets the first filter and
just filter with the 2nd value (column).
I set RadGrid datasource = some datatable in NeedDataSource event.
The ability to filter on one column and then refine it by setting additional filters is supported out-of-the-box, as long as you do not use the DataBind() method.
You can see this working correctly on the Grid/Basic Filtering demo. And, you can check the AJAX and grid settings against your own code.
Also, be sure to reference this forum thread for a possible cause related to your view state settings.
Yes you are right, it was because of the View State. On the top of the aspx page, viewstate was set false (I did not do this but someone else did).
<%@ Page Language="C#" MasterPageFile=".... EnableViewState="false" %>