Well, you have a <body> tag somewhere - if you are using a master page, then it is there - set zero margins for it.
As for your question about GridLines - this ASP.NET property uses an obsolete HTML attribute and we don't recommend using it, because it is easily overridden by the RadGrid skin. I suggest you to tweak the control's CSS styles:
Actually, the Web20 skin has both horizontal and vertical borders by default - you don't need to set anything in order to see them.
If you need further assistance, please send a simple demo.
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