Maybe I'm doing this wrong but it works with the standard .Net SaveFileDialog. No matter how many filters I add or which FilterIndex I set, the last filter is always activated.
With DF.RadSaveFileDialog1    .SaveFileDialogForm.StartPosition = FormStartPosition.CenterParent    .SaveFileDialogForm.Text = "Save File As - " & DF.OriginalTitle    .SaveFileDialogForm.ThemeName = "Fluent"    .CustomPlaces.Clear()    .ShowNetworkLocations = False    .InitialDirectory = My.Application.Info.DirectoryPath()    .Filter = "Word Document (*.docx)|*.docx|PDF Document (*.pdf)|*.pdf"    .RestoreDirectory = True    .FilterIndex = 1    .ShowDialog()End WithI have also updated your Telerik points.
Currently, the possible solution that I can suggest is to manipulate the selected index in the filter drop down when the SaveFileDialogForm is shown:
Sub New()    InitializeComponent()    Me.RadSaveFileDialog1.Filter = "Word Document (*.docx)|*.docx|PDF Document (*.pdf)|*.pdf"    AddHandler Me.RadSaveFileDialog1.SaveFileDialogForm.Shown, AddressOf SaveFileDialogForm_Shown          Me.RadSaveFileDialog1.ShowDialog()     End SubPrivate Sub SaveFileDialogForm_Shown(sender As Object, e As EventArgs)    Dim dropDown As RadDropDownList = TryCast(Me.RadSaveFileDialog1.SaveFileDialogForm.Controls("doubleBufferedTableLayoutPanel1").Controls("filterDropDownList"), RadDropDownList)    dropDown.SelectedIndex = 0End Sub
I hope this information helps. If you need any further assistance please don't hesitate to contact me. 
Regards,
 Dess | Tech Support Engineer, Sr.  
Progress Telerik