silverlight: datagrid column header with image and implement a filter - custom column header

We can achieve this by using the celltemplate which is present in datagridtemplatecolumn. The below code explains you everything

<data:DataGridTemplateColumn Header="Clip Type">

                                <data:DataGridTemplateColumn.CellTemplate>

                                    <DataTemplate>

                                        <Image Width="15" Margin="3" Height="15" Source="{Binding IsLocalClip, Converter={StaticResource DataConverter},ConverterParameter='IsLocalClip'}"></Image>

                                    </DataTemplate>

                                </data:DataGridTemplateColumn.CellTemplate>

                            </data:DataGridTemplateColumn>

Hope this helps!