Dropdown filter in DataGridView

I have a requirement of adding a dropdown filter in each column of my dataGridView.

The filter will be a combo box under the column header & underneath there will be a textbox which will contain the values(user input).

As soon as user types in the data, based upon combo text and this values it should filter the data.

I have tried achieving this upto an extend using Row Filter. But the first two rows gets hidden as the combo controls are added in the grid. 

Is there a way to display those rows and start it after the textbox location. 

Please provide a better suggestion which would lower performance and User Object impacts.

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http://social.msdn.microsoft.com/Forums/getfile/382422

http://social.msdn.microsoft.com/Forums/getfile/382425