I am using GridView for my SL 3 application.
How can we use styles for rows (and alternative rows) ?
How we can use styles for Headers ? We did not find any theme.dll file.
I'm attaching a sample application for your reference.
If you want to make more complicated modifications you will have to restyle RadGridView in Expression Blend.
I believe these articles -Styling RadGridView Header & Styling RadGridView Rows - will help you to achieve your goal.
All telerik theme dlls should be found in the default location for our Silverlight controls : %ProgramFiles%\Telerik\RadControls for Silverlight Q2 2009\Binaries\Silverlight .