After searching more I found this-
<telerik:GridBoundColumn UniqueName="SupplierWorldArea" DataField="SupplierWorldArea" HeaderText="Supplier World Area">
<FilterTemplate>
<telerik:radlistbox id="RadListBox1" runat="server" checkboxes="true" showcheckall="true">
<Items>
<telerik:RadListBoxItem Text="NA"></telerik:RadListBoxItem>
<telerik:RadListBoxItem Text="MEA"></telerik:RadListBoxItem>
</Items>
</telerik:radlistbox>
</FilterTemplate>
</telerik:GridBoundColumn>
But It is Showing chkboxlist only .. I wanted it in DDL format ..i.e. it should show all options only when I click on that checkboxlist, same as DDL.
Can anyone help in this issue?