Dropdown/ComboBox Column Header Cell

How do I create a combobox column header cell that will allow the user to choose the name of the column.  I dont want autofilter or I would use the existing code on MSDN. I want a combobox or button like drop down that is exactly like the autofilter column header cell but without any autofilter features.  I want the user to choose the name of the DataGridView column From a list.

Thanks

J