Please take the following steps:
1. Edit a DownloadList control
2. Browse to the Advanced>Filters>FilterExpression and write filter expression in the "FilterExpression" property
Category = "name of category" and press "I'm done" button.
If you want to filter by more than one category you should use Category IN ("name of category_1", "name of category_2",...., "name of category_n" ) in the "FilterExpression" property.
the Telerik team