<telerik:RadGrid ID="RadGrid1" runat="server" AllowPaging="True" DataSourceID="SqlDataSource1" Width="800px" AllowFilteringByColumn="True">
    <MasterTableView DataSourceID="SqlDataSource1" AutoGenerateColumns="false" DataKeyNames="CustomerID">
        <Columns>
            <telerik:GridBoundColumn UniqueName="CustomerID" HeaderText="Customer ID" DataField="CustomerID" />
            <telerik:GridBoundColumn UniqueName="ContactName" HeaderText="ContactName" DataField="ContactName">
                <FilterTemplate>
                    <telerik:RadMultiColumnComboBox runat="server" ID="RadMultiColumnComboBox1" DataSourceID="SqlDataSource1"
                        Filter="contains" FilterFields="ContactName, ContactTitle, CompanyName" Width="400px" Height="300px"
                        DataTextField="ContactName" DataValueField="CustomerID"
                        Placeholder="select from the dropdown or type">
                        <ColumnsCollection>
                            <telerik:MultiColumnComboBoxColumn Field="ContactName" Title="Name" Width="200px" />
                            <telerik:MultiColumnComboBoxColumn Field="ContactTitle" Title="Title" Width="200px" />
                            <telerik:MultiColumnComboBoxColumn Field="CompanyName" Title="Company" Width="200px" />
                        </ColumnsCollection>
                        <ClientEvents OnChange="onChange" />
                    </telerik:RadMultiColumnComboBox>
                </FilterTemplate>
            </telerik:GridBoundColumn>
            <telerik:GridBoundColumn UniqueName="ContactTitle" HeaderText="ContactTitle" DataField="ContactTitle" />
            <telerik:GridBoundColumn UniqueName="CompanyName" HeaderText="CompanyName" DataField="CompanyName" />
        </Columns>
    </MasterTableView>
</telerik:RadGrid>

<asp:SqlDataSource runat="server" ID="SqlDataSource1" ConnectionString="<%$ ConnectionStrings:NorthwindConnectionString %>"
    ProviderName="System.Data.SqlClient"
    SelectCommand="SELECT [CustomerID], [ContactName], [ContactTitle], [CompanyName] FROM [Customers]"></asp:SqlDataSource>

function onChange(sender, args) {
    var grid = $find("<%=RadGrid1.ClientID %>");
    var tableView = grid.get_masterTableView();
    var filterText = sender.get_dataItem().ContactName; // You can also specify the other fields, depending on the returned data

    tableView.filter("ContactName", filterText, "EqualTo");
}