[DXCategory("Behavior")]
public event FilterPopupListBoxEventHandler ShowFilterPopupListBox

<DXCategory("Behavior")>
Public Event ShowFilterPopupListBox As FilterPopupListBoxEventHandler

using DevExpress.XtraGrid.Columns;
using DevExpress.XtraGrid.Views.Grid;

// Represents custom filter item types.
public enum ItemTypeEnum {itToday, itThisMonth};

private void gridView1_ShowFilterPopupListBox(object sender, FilterPopupListBoxEventArgs e) {
   if (e.Column.FieldName == "OrderDate") {
      // Get the index of the first value item.
      int index;
      for(index = 0; index < e.ComboBox.Items.Count; index++) {
         object item = e.ComboBox.Items[index];
         if(item is FilterItem) {
            object itemValue = ((FilterItem)item).Value;
            if(itemValue is FilterItem || itemValue is ColumnFilterInfo) continue;
            break;
         }
      }
      // Create filter criteria to select the records which refer to the current date.
      ColumnFilterInfo fInfo = new ColumnFilterInfo(getFilterString(e.Column.FieldName, 
        ItemTypeEnum.itToday), 
        getFilterDisplayText(e.Column.Caption, ItemTypeEnum.itToday));
      // Add the custom TODAY filter item.
      e.ComboBox.Items.Insert(index, new FilterItem("TODAY", fInfo));
      // Create filter criteria to select the records which refer to the current month.
      fInfo = new ColumnFilterInfo(getFilterString(e.Column.FieldName, ItemTypeEnum.itThisMonth), _
        getFilterDisplayText(e.Column.Caption, ItemTypeEnum.itThisMonth));
      // Add the custom THIS MONTH filter item.
      e.ComboBox.Items.Insert(index + 1, new FilterItem("THIS MONTH", fInfo));
   }
}

// Returns a filter expression for a custom filter item.
protected virtual string getFilterString(string columnName, ItemTypeEnum itemType) {
   string filter = "";
   DateTime date1, date2;
   string date1Str, date2Str;
   switch (itemType) {
      // The filter expression for the TODAY item.
      case ItemTypeEnum.itToday:
         date1 = DateTime.Today;
         date2 = date1.AddDays(1);
         date1Str = "#" + date1.ToString("g") + "#";
         date2Str = "#" + date2.ToString("g") + "#";
         filter = "([" + columnName + "] >= " + date1Str + " AND [" + columnName + "] < " 
           + date2Str + ")";
         break;
      // The filter expression for the THIS MONTH item.
      case ItemTypeEnum.itThisMonth:
         date1 = DateTime.Today.AddDays(1 - DateTime.Today.Day);
         date2 = date1.AddMonths(1);
         date1Str = "#" + date1.ToString("g") + "#";
         date2Str = "#" + date2.ToString("g") + "#";
         filter = "([" + columnName + "] >= " + date1Str + " AND [" + columnName + "] < " 
           + date2Str + ")";
         break;
   }
   return filter;
}

// Returns the filter display text for a custom filter item.
protected virtual string getFilterDisplayText(string columnName, ItemTypeEnum itemType) {
   string displayText="";
   switch (itemType) {
      case ItemTypeEnum.itToday:
         displayText = columnName + " = TODAY";
         break;
      case ItemTypeEnum.itThisMonth:
         displayText = columnName + " = THIS MONTH";
         break;
   }
   return displayText;
}

Imports DevExpress.XtraGrid.Columns
Imports DevExpress.XtraGrid.Views.Grid

' Represents custom filter item types.
Public Enum ItemTypeEnum
    itToday
    itThisMonth
End Enum

Private Sub GridView1_ShowFilterPopupListBox(ByVal sender As System.Object, ByVal e As FilterPopupListBoxEventArgs) Handles GridView1.ShowFilterPopupListBox
   If e.Column.FieldName = "OrderDate" Then
      ' Get the index of the first value item.
      Dim index As Integer
      For index = 0 To e.ComboBox.Items.Count - 1
         Dim item As Object = e.ComboBox.Items(index)
         If TypeOf item Is FilterItem Then
            Dim itemValue As Object = item.Value
            If (Not TypeOf itemValue Is FilterItem) And _
               (Not TypeOf itemValue Is ColumnFilterInfo) Then Exit For
         End If
      Next
      ' Create filter criteria to select the records which refer to the current date.
      Dim fInfo As ColumnFilterInfo = New ColumnFilterInfo( _
        getFilterString(e.Column.FieldName, ItemTypeEnum.itToday), _
        getFilterDisplayText(e.Column.Caption, ItemTypeEnum.itToday))
      ' Add the custom TODAY filter item.
      e.ComboBox.Items.Insert(index, New FilterItem("TODAY", fInfo))
      ' Create filter criteria to select the records which refer to the current month.
      fInfo = New ColumnFilterInfo( _
      getFilterString(e.Column.FieldName, ItemTypeEnum.itThisMonth), _
      getFilterDisplayText(e.Column.Caption, ItemTypeEnum.itThisMonth))
      ' Add the custom THIS MONTH filter item.
      e.ComboBox.Items.Insert(index + 1, New FilterItem("THIS MONTH", fInfo))
   End If
End Sub

' Returns a filter expression for a custom filter item.
Protected Overridable Function getFilterString(ByVal columnName As String, _
ByVal itemType As ItemTypeEnum) As String
   Dim filter As String = ""
   Dim date1, date2 As DateTime
   Dim date1Str, date2Str As String
   Select Case itemType
      Case ItemTypeEnum.itToday
         ' The filter expression for the TODAY item.
         date1 = DateTime.Today
         date2 = date1.AddDays(1)
         date1Str = "#" + date1.ToString("g") + "#"
         date2Str = "#" + date2.ToString("g") + "#"
         filter = "([" + columnName + "] >= " + date1Str + " AND [" + columnName + "] < " _
           + date2Str + ")"
         Exit Select
      Case ItemTypeEnum.itThisMonth
         ' The filter expression for the THIS MONTH item.
         date1 = DateTime.Today.AddDays(1 - DateTime.Today.Day)
         date2 = date1.AddMonths(1)
         date1Str = "#" + date1.ToString("g") + "#"
         date2Str = "#" + date2.ToString("g") + "#"
         filter = "([" + columnName + "] >= " + date1Str + " AND [" + columnName + "] < " _
           + date2Str + ")"
         Exit Select
   End Select
   Return filter
End Function

' Returns the filter display text for a custom filter item.
Protected Overridable Function getFilterDisplayText(ByVal columnName As String, _
ByVal itemType As ItemTypeEnum) As String
   Dim displayText As String = ""
   Select Case itemType
      Case ItemTypeEnum.itToday
         displayText = columnName + " = TODAY"
         Exit Select
      Case ItemTypeEnum.itThisMonth
         displayText = columnName + " = THIS MONTH"
         Exit Select
   End Select
   Return displayText
End Function

using DevExpress.XtraGrid.Views.Grid;
// ...
gridView1.OptionsFilter.AllowColumnMRUFilterList = false;
// ...
private void gridView1_ShowFilterPopupListBox(object sender, FilterPopupListBoxEventArgs e) {
    GridView view = sender as GridView;
    if(e.Column != view.Columns["CustomerID"]) return;
    // New item value and display text.
    string itemDisplayText = "VIP Client";
    string itemValue = "DUMON";
    // Prevent excessive item updates.
    e.ComboBox.BeginUpdate();
    try {
        // Delete values items.
        while(e.ComboBox.Items.Count > 4) e.ComboBox.Items.RemoveAt(e.ComboBox.Items.Count - 1);
        // Add a new item.
        e.ComboBox.Items.Add(new FilterItem(itemDisplayText, itemValue));
    }
    finally {
        e.ComboBox.EndUpdate();
    }
}

Imports DevExpress.XtraGrid.Views.Grid
' ...
GridView1.OptionsFilter.AllowColumnMRUFilterList = False
' ...
Private Sub GridView1_ShowFilterPopupListBox(ByVal sender As Object, ByVal e As FilterPopupListBoxEventArgs) Handles GridView1.ShowFilterPopupListBox
    Dim view as GridView = sender
    If Not e.Column Is view.Columns("CustomerID") Then Return
    ' New item value and display text.
    Dim itemDisplayText As String = "VIP Client"
    Dim itemValue As String = "DUMON"
    ' Prevent excessive item updates.
    e.ComboBox.BeginUpdate()
    Try
        ' Delete values items.
        While (e.ComboBox.Items.Count > 4)
            e.ComboBox.Items.RemoveAt(e.ComboBox.Items.Count - 1)
        End While
        ' Add a new item.
        e.ComboBox.Items.Add(New FilterItem(itemDisplayText, itemValue))
    Finally
        e.ComboBox.EndUpdate()
    End Try
End Sub