this.radGridView1.EnableFiltering = true;
this.radGridView1.BestFitColumns();

DataTable dt = new DataTable();    
dt.Columns.Add(new DataColumn("Column 1", Type.GetType("System.Decimal")));
dt.Columns.Add(new DataColumn("Column 2", Type.GetType("System.Decimal")));
dt.Columns.Add(new DataColumn("Column 3", Type.GetType("System.String")));

for (int i = 0; i < 20; i++)
{
    dt.Rows.Add(0, i, "Text " + i);
}

this.radGridView1.DataSource = dt;
this.radFilterView1.AssociatedControl = this.radGridView1;