If you need to use RadAjaxPanel in your web part, just add it to the Controls collection of the web part and then add the grid to the Controls colleciton of the AjaxPanel.
If you need to use RadAjaxManager, then you should add it to the page items collection as follows:
and then in the CreateChildControls method of the Web Part add the appropriate ajax settings.
the Telerik team
Do you want to have your say when we set our development plans? Do you want to know when a feature you care about is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items