Can HTML filters (Selection List) be added to column headers?

Hello,

I want to do add filters to the column headings as shown here:

http://www.VirtualCAD.com/ActiveWidgets/SupportForum/Gears.jpg

Can this be done with the ActiveWidgets Grid control?

In the above example, once the User makes a selection, the page is refreshed and the list is replaces with a 'reset' link to bring the filter in that column back.

I know I may have a learning curve ahead of me, and I don't need to know how to do it yet, (although that would be nice) but I must know if it is possible or not.

Thanks in advance for any help,

Eric