That's true. Thanks for the info. For completeness, here is my solution:
In my case, I am using the RadGrid to generate HTML that I save to disk and then, I use a PDF server that I point at the URL so generating valid XHTML is not important to me.
The RadGrid seems to fix this in it's own PDF rendering but since I want to render full reports with lots of different kinds of output, this didn't fit for all the rest of the items I have to render.
I am using the footer to display the footnotes as a table should. Normally, I override the footer render method and write the footnote string to that cell like so:
//rgReport is my radgrid
//_sFootnotes is a string with my footnotes separated by html breaks
rgReport.ItemCreated += new GridItemEventHandler(rgReport_ItemCreated);
I solved the original problem that I had by setting showfooter to false and adding the footer to the grid's controls collection when I am rendering this way: