filtering in datagrid

[rk]

Hi,
I need to include the filtering feature in datagrid just like in excel
sheet where user can filter the rows based on the value selected in the
drop down box of one of the column headers. but the dropdown box should
look like an arrow button first, then when the user clicks on it, it
should drill down with the distinct values for that column.
if anybody got any idea about this, pls let me know.

Thanks in advance,
Rk.