By Default the Pager only shows when there are more items on a Page than it is defined in the PageSize property. If you would like the pager to be displayed at all times, you will need to
<telerik:RadGrid ID="RadGrid1" runat="server" AllowPaging="True" Width="800px" OnNeedDataSource="RadGrid1_NeedDataSource" AllowSorting="true" AllowFilteringByColumn="true">
<PagerStyle AlwaysVisible="true" />
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