Adding Combo to header of certain column for webgrid , and combo bind data from dataset "Dynamic"
You would have to use a templated column for this, and place your combo (whether WebCombo or an ASP.NET DropDownList) in the header template of that column.
As far as I can infer, in the second question you are referring to UltraGrid for Winforms? Then I believe the best place to ask that is in the Winforms grid forum located here, since here only us Web folks are participating and we really do not know. Thanks.
Winforms Grid forum is located here
http://forums.infragistics.com/forums/65.aspx