rdGrd = new RadGrid();
            rdGrd.AutoGenerateColumns = false;
            rdGrd.AllowPaging = true;           
            rdGrd.AllowSorting = true;
            rdGrd.AllowFilteringByColumn = true;     

            rdGrd.Width = Unit.Pixel(600);
            rdGrd.EnableAJAX = true;
            rdGrd.EnableAJAXLoadingTemplate = true;
            rdGrd.Skin = "None";
                      
            rdGrd.NeedDataSource += new GridNeedDataSourceEventHandler(rdGrd_NeedDataSource);
            rdGrd.ItemDataBound += new GridItemEventHandler(rdGrd_ItemDataBound);
            rdGrd.PageSize = 25;
            rdGrd.ID = "grd";

  GridBoundColumn boundColumn1 = new GridBoundColumn();
                boundColumn1.DataField = "FirmName";
                boundColumn1.UniqueName = "Firm";
                boundColumn1.HeaderText = "Firm";
                boundColumn1.AllowFiltering = true;                
                boundColumn1.HeaderStyle.HorizontalAlign = HorizontalAlign.Center;
                boundColumn1.ItemStyle.HorizontalAlign = HorizontalAlign.Center;
                boundColumn1.ItemStyle.VerticalAlign = VerticalAlign.Top;

  GridTemplateColumn templateColumnRank = new GridTemplateColumn();
                templateColumnRank.AllowFiltering = false;
                templateColumnRank.HeaderTemplate = new NColHeaderTemplate(120, "Rank", "cont3", "2009, 2008", "LeaderRank, LeaderRankM1", "cont4, cont5");
                templateColumnRank.ItemTemplate = new NColItemTemplate(120, "LeaderRank, LeaderRankM1", "cont1, cont2");

  HOW CAN I ADD A RADCOBOBOX HERE AS A FILTERING ITEM

  rdGrd.MasterTableView.Columns.Add(templateColumnRank);
                rdGrd.MasterTableView.Columns.Add(boundColumn1);
  
     this.Controls.Add(rdGrd);

public class NColHeaderTemplate : ITemplate
    {
        protected LiteralControl lControl0;
        private int iColumnWidth;
        private int nColHeader;
        private string sTopLevelColumnName;
        private string sTopLevelColumnNameUniqueID;
        private string[] sNBottomColumnName;
        private string[] sNBottomColSortCommandArgument;
        private string[] sNBottomColumnNameUniqueID;
        private string sCellHorizontalAlign;

        public NColHeaderTemplate(int ColumnWidth, string TopLevelColumnName, string TopLevelColumnNameUniqueID, string NBottomColumnName, string NBottomColSortCommandArgument, string NBottomColumnNameUniqueID)
        {
            iColumnWidth = ColumnWidth;
            sTopLevelColumnName = TopLevelColumnName.Trim();
            sTopLevelColumnNameUniqueID = TopLevelColumnNameUniqueID.Trim();
            sNBottomColumnName = NBottomColumnName.Split(Convert.ToChar(","));
            sNBottomColSortCommandArgument = NBottomColSortCommandArgument.Split(Convert.ToChar(","));
            sNBottomColumnNameUniqueID = NBottomColumnNameUniqueID.Split(Convert.ToChar(","));
            //ColHeaderParam = nColHeaderParam.Split(Convert.ToChar(","));
            nColHeader = sNBottomColumnName.Length;
            sCellHorizontalAlign = "Center";
        }

       
        public void InstantiateIn(System.Web.UI.Control container)
        {
            lControl0 = new LiteralControl();
            lControl0.ID = sTopLevelColumnNameUniqueID;
            lControl0.Text = sTopLevelColumnName;

            Table table = new Table();
            table.Width = Unit.Pixel(iColumnWidth);

            TableRow row1 = new TableRow();
            TableRow row2 = new TableRow();

            TableCell cell11 = new TableCell();
           
            cell11.Controls.Add(lControl0);
            cell11.ColumnSpan = nColHeader;

            row1.Cells.Add(cell11);
            table.Rows.Add(row1);

            for (int i = 0; i < nColHeader; i++)
            {

                LinkButton lbControl = new LinkButton();
                lbControl.ID = sNBottomColumnNameUniqueID[i].ToString().Trim();
                lbControl.Text = sNBottomColumnName[i].ToString().Trim();
                lbControl.CommandName = "Sort";
                lbControl.CommandArgument = sNBottomColSortCommandArgument[i].ToString().Trim();

                TableCell cell = new TableCell();
                cell.HorizontalAlign = HorizontalAlign.Center
               
                cell.Controls.Add(lbControl);
                cell.Width = iColumnWidth / nColHeader;
                row2.Cells.Add(cell);

            }

            table.Rows.Add(row2);
            container.Controls.Add(table);
        }
    }

    public class NColItemTemplate : ITemplate
    {

        //protected LiteralControl lControl;
        protected HyperLink lControl;
        private int iColumnWidth;
        private int nColItem;
        private string[] sNBottomDataColumnName;
        private string[] sNBottomDataControlUniqueID;
        private string sBottomDataColumnName;
        private string sCellHorizontalAlign;
       

        public NColItemTemplate(int ColumnWidth, string NBottomDataColumnName, string NBottomDataControlUniqueID)
        {
            sNBottomDataColumnName = NBottomDataColumnName.Split(Convert.ToChar(","));
            sNBottomDataControlUniqueID = NBottomDataControlUniqueID.Split(Convert.ToChar(","));
            nColItem = sNBottomDataColumnName.Length;
            iColumnWidth = ColumnWidth;
            sCellHorizontalAlign = "Center";
        }
       
        public void InstantiateIn(System.Web.UI.Control container)
        {
            Table table = new Table();
            table.Width = Unit.Pixel(iColumnWidth);

            TableRow row1 = new TableRow();
            for (int i = 0; i < nColItem; i++)
            {
                //lControl = new LiteralControl();
                lControl = new HyperLink();
                lControl.ID = sNBottomDataControlUniqueID[i].Trim();
                lControl.Text = sNBottomDataColumnName[i].ToString().Trim();
                lControl.DataBinding += new EventHandler(lControl_DataBinding);

                TableCell cell = new TableCell();
                cell.HorizontalAlign = HorizontalAlign.Center;
                cell.VerticalAlign = VerticalAlign.Top;
               

                cell.Width = iColumnWidth / nColItem;
                cell.Controls.Add(lControl);
                row1.Cells.Add(cell);
            }
            table.Rows.Add(row1);
            container.Controls.Add(table);
            container.Controls.Add(new LiteralControl("<br />"));
        }
        public void lControl_DataBinding(object sender, EventArgs e)
        {
           // LiteralControl l = (LiteralControl)sender;
            HyperLink l = (HyperLink)sender;
            GridDataItem container = (GridDataItem)l.NamingContainer;
            sBottomDataColumnName = l.Text.Trim();
            l.Text = ((DataRowView)container.DataItem)[sBottomDataColumnName].ToString();
            l.Target = "_blank";
            l.NavigateUrl = "http://www.google.com/search?hl=en&q=" + ((DataRowView)container.DataItem)[sBottomDataColumnName].ToString() + "&btnG=Google+Search";

        }

    }