As the ComboBox doesn't implement this interface, how do you add dropdown lists to a column in an Ultragrid? Which control do you use?
You would have to use an Infragistics combo, not a standard SF combo. You should be able to use the Infragistics Wrapper combo as this inherits from the UltraCombo which should have than implementation. If not, then it would be a matter of creating a custom class and just implementing that interface:
Public Class MyEmbeddableCombo
Inherits MicroFour.StrataFrame.UI.WIndows.Forms.ComboBox
Implements IProvidesEmbeddableEditor
End Class
In any case, you should be able to get it accomplished without too much effort.