Hello alevy,
It has been a while since you have made your post, in case you still need of support I will be glad to assist you further. I suppose the other community members can benefit from this answer as well.  You could use the following resources to find samples with WebDataGrid:

Samples are available at: http://samples.infragistics.com/aspnet/ComponentOverview.aspx?cn=data-grid

ASP.NET Code samples: http://forums.infragistics.com/aspnet/codesamples/default.aspx    

Articles with explanation: http://forums.infragistics.com/aspnet/articles/default.aspx

Video Tutorials:
http://forums.infragistics.com/aspnet/media/default.aspx?PageIndex=1

Blogs: http://forums.infragistics.com/aspnet/blogs/default.aspx  

Forums: http://forums.infragistics.com/aspnet/forums/default.aspx

All resource contains sample code