[VB.Net]
Private fcolumn As NineRays.Windows.Forms.Grids.DropDownListColumn

Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
    
    Dim arr As Object()() = New Object()() {New Object() {"First Row", 1, New DateTime(2005, 10, 30)}, New Object() {"Second Row", 2, New DateTime(2005, 10, 30)}, New Object() {"Third Row", 3, New DateTime(2005, 10, 30)}}

    FlyGrid1.Options = CType(((NineRays.Windows.Forms.Grids.GridOptions.RowSelect Or NineRays.Windows.Forms.Grids.GridOptions.ShowFocusRectangle) Or NineRays.Windows.Forms.Grids.GridOptions.Default), NineRays.Windows.Forms.Grids.GridOptions)

    FlyGrid1.Style = NineRays.Windows.Forms.Grids.GridStyle.XP

    'Do not forget to add Columns
    'init first column - dropdown list column
    fcolumn = New NineRays.Windows.Forms.Grids.DropDownListColumn("RowName")
    fcolumn.Items.AddRange(New String() {"First", "Second", "Third"})
    ' add columns
    FlyGrid1.Columns.Items.AddRange(New NineRays.Windows.Forms.Grids.Column() {fcolumn, New NineRays.Windows.Forms.Grids.Column("RowId"), New NineRays.Windows.Forms.Grids.Column("Data")})
    'attach data array to data source
    FlyGrid1.Rows.DataSource = arr
End Sub

'button drop downs list of first (dropdownlist column) column
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
    FlyGrid1.Focus()
    FlyGrid1.Columns.CurrentColumn = 0
    fcolumn.DroppedDown = True
End Sub