Greg Jessup {Blog}

<mx:AdvancedDataGridColumn wordWrap="true"  headerRenderer="View.HeaderRenderer"  

    sortable="false" dataField="chkbox" width="200" textAlign="center">

<?xml version="1.0"?>

<mx:HBox creationComplete="setStyles()" horizontalAlign="center" xmlns:mx="http://www.adobe.com/2006/mxml">

    <mx:Style>

        HeaderComboBox {

           cornerRadius: 0;

           arrowButtonWidth: 0;

           openDuration: 10;

           closeDuration: 10;

           textAlign: left;

           fontSize: 10;

        }

    </mx:Style>

    <mx:Script>

        <![CDATA[

            import mx.events.ListEvent;         

            [Bindable]    public var headerRendererData: Array = [ {label:"Select Action", data:0, buttonName: ""}, 

                    {label:"Close Selected", data:"close",  buttonName: "Close these Tickets"},                

                    {label:"Update Selected", data:"update",  buttonName: "Update these Tickets"}];                   

               public function doWork(e:ListEvent) : void {                   

                   //Put code here to action a selection event

                   combo.selectedIndex = 0;  //reset combo to first value

                   trace (e);

               }

               private function setStyles() : void {

                try {

                   combo.dataProvider = this.headerRendererData;;

                   combo.setStyle("cornerRadius",0);

                   combo.setStyle("openDuration",10);

                   combo.setStyle("closeDuration",10);

                }

                catch (e:Error) {}

               }

        ]]>

    </mx:Script>

    <mx:ComboBox id="combo" width="98%" dataProvider="{this.headerRendererData}" change="doWork(event)">

    </mx:ComboBox>

</mx:HBox>