The filtering operation needs to be performed on the thread on which the grid was created. It is possible, however, to use a waiting bar from another thread to display that a long running operation is under way.
I hope this helps. Should you have further questions please do not hesitate to write back.
Regards,
Hristo Merdjanov
Telerik by Progress
Check out the Windows Forms project converter, which aids the conversion process from standard Windows Forms applications written in C# or VB to Telerik UI for WinForms. For more information check out this blog post and share your thoughts.