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grid filter using dynamic loading

How when someone types text into a filter in the header for a column can we reload data from the server (a php file) passing what they have typed to get the new data?

To customize filtering in the grid you can use "onFilterStart" event. Event occurs when filtering was activated but before real filtering started. Parameters: array of indexes
array of filtering values
event is blockable - returning true from it will confirm filtering , any other value will block filtering. 
  grid.attachEvent("onFilterStart", function(indexes,values){
  //any custom logic
  });

You can find more information about custom filtering here http://dhtmlx.com/docs/products/dhtmlxGrid/doc/articles/Data_filtering_search.html#grid_fsing