Hi Jia,
You cannot directly add a value to the AutoFilterControl. What you can do however is categorize your rows according to custom values. For example, instead of having one entry for each unique First Name, you could categorize by group of letters, such as A-D, E-H, I-L, etc.
For an example, please refer to the "Providing custom distinct values" example under "Filtering Data Items" in the Code Snippets section found here:
http://doc.xceedsoft.com/products/XceedWpfDataGrid/CodeSnippets.html
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Diane Lafontaine
Technical Support
Xceed Software Inc.