Vb.net Adding combobox column datagrid view data to a datatable

Question

So I am using the advanced datagrid view and the filtering/sorting only works if the data is in a datatable however I am also using combobox columns and need to filter on them also but I don't know how to add the combobox data to the table and the data is not from a database it's just a string collection can someone point me in the right direction