Best Solution So far!!
use style as :
.rgRow td, .rgAltRow td, .rgHeader td, .rgFilterRow td
border-bottom: solid .15px #eae8e8!important;
And simply assign the cssclass of your radgrid something like below:
My requirement was to get a very thin gray line. If you want anything else, you can customize the stye I mentioned above:
1. change the color code to whatever you need
2. If you need some thick lines change the .15px to 1 px, and there you go!!