How to have a combobox in JTable column header?

Any simple ways for doing this? I am trying to get a filter to a JTable, so that only the rows containing the selected value in that column would be shown.
I first need to get this combobox into the header of a column.

Thanks.
I have already tried with this way, but it was too long and complicated to implement into my file.
Could someone post the principles here.
Like this:
// create my combobox
JComboBox myBox = new JComboBox();
myBox.addItem("Cat");
myBox.addItem("Dog");
// put the combobox to column header
??? ANY CODE HERE ???
Tnx ahead!
OK!
AUlo

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