Missing background color of the Grid's headers in IE9 due to the unsupported by the browser linear-gradient. The issue can be reproduced with Skin="Web20".

Workaround:

        div.RadGrid_Web20 .rgHeader, .RadGrid_Web20 th.rgResizeCol, .RadGrid_Web20 .rgHeaderWrapper {
            background-image: linear-gradient(#9db7db,#7b95c6 50%,#698ac0 50%,#92b3de);
            background-color: #92b3de;
        }

Code to reproduce:
                <telerik:RadGrid ID="RadGrid1" runat="server" OnNeedDataSource="RadGrid1_NeedDataSource" AutoGenerateColumns="false" Skin="Web20" EnableEmbeddedSkins="true">
                    <MasterTableView>
                        <Columns>
                            <telerik:GridBoundColumn DataField="description" HeaderText="Description"></telerik:GridBoundColumn>
                            <telerik:GridBoundColumn DataField="value" HeaderText="Value"></telerik:GridBoundColumn>
                        </Columns>
                    </MasterTableView>
                </telerik:RadGrid>

    protected void RadGrid1_NeedDataSource(object sender, Telerik.Web.UI.GridNeedDataSourceEventArgs e)
    {
        (sender as RadGrid).DataSource = GetData();
    }

    private DataTable GetData()
    {
        DataTable dt = new DataTable();
        dt.Columns.Add("description");
        dt.Columns.Add("value");
        for (int i = 0; i < 100; i++)
        {
            dt.Rows.Add(
                "description_" + i.ToString(),
                i * 100);
        }

        return dt;
    }