How to add different controls in Gridview?

I know it's possible to change some columns in GridView controls to check boxes and when you are editing certain rows, the cells being hi-lited become text boxes, but supposed I want to add other controls in my gridView. For example: in the image below how would I change the entries of CategoryName to be a dropDown box of possible choices?

[Full size]

From stackoverflow eviljack

• Use the TemplateField and define what controls are in your EditItemTemplate.

  Read this article as a starting point.

  From Stephen Wrighton