<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>