Could you please elaborate a little bit more on your scenario? Does the DropDownLists add to the RadAjaxSettings. Are you using the RadGrid into UserControl and adding the settings by RadAjaxManagerProxy control? If you are using regular RadAjaxManager on the page, please note that the dynamic settings should be always added in a Page event handler, which is executed each time during the page lifecycle (Page_Load, Page_PreRender) so that the control could be ajaxified when the page is initially loaded.
Also please confirm that you are using the latest version of RadControls for ASP .NET Ajax.
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