Need a way to use the combo box of silverlight which has check boxes and user can select multiple options from the combo box.

When I came across this requirement to implement the multi selection in combo box the first thing which I have done which many of the developer do is to search on the Google for possible solution.The solution which I found is from thestack over flow, here you can see it has give complete code and you can easily implement it. But here in my post I have changed some of the code but the the user control which is inherit from combo box. I will explain you where I have modified the code as I discuss it.
The main application which I have used for this is shown in image 1 here you can see a combo box control which is used for multiple selection and a data grid control which filter records based on the selected item from combo box. In this test application I am using the customer xml to show the records in the data grid control and I have get the countries names in the combo box control so that user can select country or countries to filter out the records in the data grid control.