When use CGridView to display Active Records with relationship, we should notice some points
For CGridView’s Columns properties, you should use ‘relation[property]’ as your columns name (e.g. user[nick]). Or this column name will be fillet by CDataColumn::renderFilterCellContent() defined in Yii/zii/widgets/grid/CDataColumn.phps . (refer code strpos($this->name,'.')==false conditions normally in line 94).
use $data->relation->property as CGridView’s Column’s value property. such as value=>'$data->user->nick'
Create your search condition into Model’s search method by visit $_GET variable....