I have created a sample RadGrid web site to test the described appearance. On my side everything works as expected and the Filter menu is being positioned correctly. Could you please check out the attached application and try to distinguish the crucial differences between our projects?
In addition, please temporarily disable any applied styling to your grid and see whether the problem remains.
the Telerik team
If you want to get updates on new releases, tips and tricks and sneak peeks at our product labs directly from the developers working on the RadControls for ASP.NET AJAX, subscribe to their blog feed now.