Hey everyone,
I wasted my entire day with this issue (a very very small issue) and just wanted to give you a warning if you run into the same thing.
When you are using the RadGrid and creating datakeys, these datakeys seem to go into the session of the program. That means is you have a datakey named "mykey" in your RadGrid and you have a session variable declared in your aspx.cs as Session["mykey"] = "randomstuff", you are going to run into a very annoying problem.
Mods - possibly add this little snippet to the documentation if it does not exist?