Combo Box in Grid Header

How do I get a combo box in the header of a grid? The column contains "B" or "S" - A number of B's and S's. I want to be able to filter by "B" or "S" or "All"

Row 1: Jack BBC S 1234
Row 2: Bill CNN B 2345
Row 3: Ted ABC S 100
Row 4: Jill BBC S 101

Will greatly appreciate if anyone can point me to some examples of having a combo box in a grid header. ( I want to filter data using the combo box).

Thanks in advance.

Please look at the sample code in /examples/grid elements - header/combo.htm