Please, take a look at the Rad controls documentation. You can find more information about the filter here
and for the Grid in the filtering section here
. The RadControls are compatible with Sitefinity as a regular ASP.NET application. Please, provide more information about your custom implementation, so we can assist better. A code snippet of your widget would be helpful, as well.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items