In case anyone's wondering, I've fixed the problem. After having another pass at the help file, this is what I've figured.
on the page I have the grid control, I've added
var re = new RegExp("\.btnUpload$", "ig");
btnUpload" is the Id of the upload button I have on the User Control.
By the way, the help file section "Uploading Files with AJAX" has the ClientEvents OnRequestStart as Grid's Client Event. It should be AjaxManager's event.
So, it is working perfectly now.Yayyyy!!!!