We'll have to investigate if this issue can be fixed in a future version.
As a workaround you can set ActiveRow to -1 for the initial rendering.
You are correct, the ActiveRow property is only available in the non db-aware grid (TTIWAdvWebGrid).
If the issue can be resolved after investigation the fix will be included with the next release of the product. A note will be added to the version history, available from the specific product page on the website.