I am not sure this is what you want, but here is a sample that adds a combobox to a column in a button handler at runtime for a datasource created in the button handler as well.
forum10832_5795.zip
If you want to dynamically provide the droplist of the combobox column based on the contents of some other cell, then you should try the technique in this KB.
http://www.syncfusion.com/Support/article.aspx?id=567