Best Solution So far!!

use style as :

.rgRow td, .rgAltRow td, .rgHeader td, .rgFilterRow td 
        { 
                        
                        border-bottom: solid .15px #eae8e8!important;
                        border-bottom-color:#eae8e8;
        } 

And simply assign the cssclass of your radgrid something like below:
CssClass="rgRow"

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!!

Thanks