<Grid>
  <Grid.Resources>
  <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"
                                      Source="{Binding Source={x:Static Application.Current},
                                                       Path=Orders}"
                                      AutoFilterMode="And"
                                      DistinctValuesConstraint="Filtered"
                                      AutoCreateItemProperties="False">      
       <xcdg:DataGridCollectionViewSource.ItemProperties>
         <xcdg:DataGridItemProperty Name="ShipCountry"
                                          Title="Country"/>
         <xcdg:DataGridItemProperty Name="ShipCity"
                                    Title="City"/>
        <xcdg:DataGridItemProperty Name="ShipAddress"
                                   Title="Address"/>
        <xcdg:DataGridItemProperty Name="ShipPostalCode"
                                   Title="Postal Code"/>
         <xcdg:DataGridItemProperty Name="ShipName"
                                    Title="Name"
                                    CalculateDistinctValues="False"/>
         <xcdg:DataGridItemProperty Name="OrderDate"
                                    Title="Order Date"
                                    CalculateDistinctValues="False"/>              
         <xcdg:DataGridItemProperty Name="Freight"
                                    CalculateDistinctValues="False"/>
      </xcdg:DataGridCollectionViewSource.ItemProperties>
    </xcdg:DataGridCollectionViewSource> 
     <Style x:Key="autoFilterControlStyle"
       TargetType="{x:Type xcdg:AutoFilterControl}">
       <Setter Property="Template">
         <Setter.Value>
           <ControlTemplate>
             <ListBox x:Name="PART_DistinctValuesHost"
                      SelectionMode="Single"/>
           </ControlTemplate>
         </Setter.Value>
       </Setter>
     </Style>
  </Grid.Resources>
  <xcdg:DataGridControl x:Name="OrdersGrid"
                        ItemsSource="{Binding Source={StaticResource cvs_orders}}">
    <xcdg:DataGridControl.Columns>
     <xcdg:Column FieldName="ShipCountry"
                  AutoFilterControlStyle="{StaticResource autoFilterControlStyle}"/>
    </xcdg:DataGridControl.Columns>
  </xcdg:DataGridControl>
</Grid>