BCGControlBar Pro for MFC
void CBCGPGridCtrl::EnableFilter ( BCGPGRID_FILTERCALLBACK  pfnCallback = NULL,
LPARAM  lParam = 0 

Enables filtering.

Use this function to enable filtering. When the filtering is enabled and a column is being filtered, the library calls the specified callback function for each item in the column. The callback should return TRUE is the item (and, of course, its parent row) should be hidden (filtered out).

pfnCallbackA pointer to a filtering callback function.
lParamAn user defined data that passed to the callback.