<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid">

  <Grid.Resources>

    <Style TargetType="{x:Type xcdg:GroupHeaderControl}">

      <Setter Property="Template">

        <Setter.Value>

          <ControlTemplate TargetType="{x:Type xcdg:GroupHeaderControl}">

            <Border Background="Orange" BorderThickness="2">

              <StackPanel Orientation="Horizontal">

                <CheckBox IsChecked="{Binding RelativeSource={RelativeSource

                                      TemplatedParent}, Path=Group.IsExpanded}"/>

                <ContentPresenter/>

              </StackPanel>

            </Border>

          </ControlTemplate>

        </Setter.Value>

      </Setter>

    </Style>

    <xcdg:DataGridCollectionViewSource x:Key="cvs_orders"

                                     Source="{Binding Source={x:Static Application.Current},

                                                      Path=Orders}">

      <xcdg:DataGridCollectionViewSource.GroupDescriptions>

        <xcdg:DataGridGroupDescription PropertyName="ShipCountry"/>

      </xcdg:DataGridCollectionViewSource.GroupDescriptions>

    </xcdg:DataGridCollectionViewSource>

  </Grid.Resources>

  <xcdg:DataGridControl x:Name="OrdersGrid"

                        ItemsSource="{Binding Source={StaticResource cvs_orders}}"/>

</Grid>