Hi:
Currently there's no built-in DropDownlist. You may create your own one and put it in CellTemplate of DataGrid. I found in this sample the author create a DropDownlist. You can refer to it:
Visual SortingUploaded on May 4
Created by: klimm
This project demonstrates five of the most common sorting algorithms with Silverlight.

Regards
Sincerely,
Allen Chen
Microsoft Online Community Support
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