When a user moves a column in the grid to a new location, it occupies the same space that the column that was in that spot takes up. I am setting the HeaderStyle-Width property in the aspx for each GridBoundColumn.
By default, when you reorder a column, it remains the same size (width) regardless of where it is placed in the column order. If you want to keep the columns sized relative to their position, you can use the RadGrid's ColumnsReorder event to set change their sizes. Here is an example of how you might handle that event: