It is one of the most frequently reported bugs. It is fixed (see here) in the next days after the version 4.0.0 was published. If you use jquery.jqGrid.src.js you can do the same modifications yourself. You can consider to download the latest version of jqGrid from the github.com. In the case you should include every jqGrid module which you use instead of one jquery.jqGrid.src.js file (see here for details).
It's depend on environment which you use. It you has ant tool, then see here. Other way could be to concatinate all jqGrid modules which you need in one file and run any minification tool (see here), for example YUI Compressor. It is important to hold the order of some jqGrid modules. I recommend you to open jquery.jqGrid.min.js and examin the order of modules in the comment at the beginning of jquery.jqGrid.min.js:
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