its a bug discovered long ago, and with observant eyes, u can find where to throw them, best ways to find out is by going into a de_cs2d map, there are many spots to use this trick on, so just watch out for the guy camping in the terrorist spot and u might see how it goes through the wall
Yes, as already explained, this is a bug which causes any grenades to get "caught" in the "cracks" of walls and ricochet around to the other side.
However, in the no-longer-existent CS2D Plus, made by a Poland group, they were able to fix this bug, so that grenades would never get stuck in the wall or ricochet "through" the wall.
I have seen this bug used since the beginnings of my CS2D playing. I highly doubt there was any single person who discovered it and taught it to everyone.