MainWindow.xaml

<mah:MetroWindow x:Class="DGXPopupDemo.MainWindow"
                 xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
                 xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
                 xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
                 xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
                 xmlns:controls="http://metro.mahapps.com/winfx/xaml/controls"
                 xmlns:mah="clr-namespace:MahApps.Metro.Controls;assembly=MahApps.Metro"
                 xmlns:core="clr-namespace:System;assembly=mscorlib"
                 xmlns:local="clr-namespace:DGXPopupDemo"
                 xmlns:dgx="urn:tom-englert.de/DataGridExtensions"
                 mc:Ignorable="d"
                 Title="MainWindow"
                 Height="450"
                 Width="800">
    <mah:MetroWindow.Resources>
        <ObjectDataProvider x:Key="orderStatus"
                            MethodName="GetValues"
                            ObjectType="{x:Type core:Enum}">
            <ObjectDataProvider.MethodParameters>
                <x:Type Type="local:OrderStatus" />
            </ObjectDataProvider.MethodParameters>
        </ObjectDataProvider>
        <Style x:Key="MyDataGridColumnHeader"
               TargetType="DataGridColumnHeader"
               BasedOn="{StaticResource MahApps.Styles.DataGridColumnHeader}">
            <Setter Property="controls:ControlsHelper.ContentCharacterCasing"
                    Value="Normal" />
        </Style>
        <Style TargetType="DataGridColumnHeader"
               BasedOn="{StaticResource MyDataGridColumnHeader}" />
        <ControlTemplate x:Key="MultipleChoiceFilter">
            <dgx:MultipleChoiceFilter Filter="{Binding Path=Filter, RelativeSource={RelativeSource Mode=FindAncestor, AncestorType=dgx:DataGridFilterColumnControl}}" />
        </ControlTemplate>
    </mah:MetroWindow.Resources>
    <Grid>
        <DataGrid Name="dataGrid"
                  ItemsSource="{Binding}"
                  AutoGenerateColumns="False"
                  dgx:DataGridFilter.IsAutoFilterEnabled="True">
            <DataGrid.Columns>
                <DataGridTextColumn Header="ID"
                                    Binding="{Binding ID}"
                                    dgx:DataGridFilterColumn.Template="{StaticResource NumericFilterTemplate}" />
                <DataGridTextColumn Header="First Name"
                                    Binding="{Binding FirstName}" />
                <DataGridTextColumn Header="Last Name"
                                    Binding="{Binding LastName}" />
                <DataGridHyperlinkColumn Header="Email"
                                        Binding="{Binding Email}" />
                <DataGridCheckBoxColumn Header="Member?"
                                        Binding="{Binding IsMember}" />
                <DataGridComboBoxColumn Header="Order Status"
                                        SelectedItemBinding="{Binding Status}"
                                        ItemsSource="{Binding Source={StaticResource orderStatus}}"
                                        dgx:DataGridFilterColumn.Template="{StaticResource MultipleChoiceFilter}" />
            </DataGrid.Columns>
        </DataGrid>
    </Grid>
</mah:MetroWindow>