How to implement editable DataGridComboBoxColumn in WPF DataGrid

I want to enable the user to edit some data in WPF DataGrid ( from the .net Framework 4.0). The "instruments" column should allow the user to select an available intrument from a static list or to write a free text. My DataGrid is binded to data using MVVM. I've tried many solutions I've found in internet but none of them work correctly. Here is my code:

<DataGrid Margin="0,6" ItemsSource="{Binding Path=Orders}" AutoGenerateColumns="False"  CanUserAddRows="False" CanUserDeleteRows="False" CanUserResizeRows="True">
<DataGrid.Columns>
<DataGridComboBoxColumn Header="Instrument" MinWidth="140"                                      
 ItemsSource="{x:Static ViewModel.Instruments}" SelectedItemBinding="{Binding Path=SelectedInstrument}">
 <DataGridComboBoxColumn.EditingElementStyle>
   <Style TargetType="ComboBox">
     <Setter Property="IsEditable" Value="True"/>
   </Style>                  
 </DataGridComboBoxColumn.EditingElementStyle>                
</DataGridComboBoxColumn>   
</DataGrid.Columns>
</DataGrid>

The drop-down-list is shown correctly. The field can be edited with any text, but it sets a null to the SelectedInstrument after the drop-down is closed for the free text. It works only for the selected item. I've tried to change to SelectedValueBinding, but it doesn't help.

How to implement this requirements properly? Can someone post here a working sample?

Additional: Orders is ObservableCollection Order has Property like string Title, DateTime Ordered, string SelectedInstrument, Instruments is a string[]

Solutions: Following suggest as a workaround from bathineni works:

<DataGrid Margin="0,6" ItemsSource="{Binding Path=Orders}" AutoGenerateColumns="False" CanUserAddRows="False" CanUserDeleteRows="False" CanUserResizeRows="True">
 <DataGrid.Columns>
  <DataGridTemplateColumn Header="Instrument" MinWidth="140">
   <DataGridTemplateColumn.CellTemplate>
    <DataTemplate>
     <TextBlock Text="{Binding Path=SelectedInstrument, Mode=OneWay}"/>
    </DataTemplate>
   </DataGridTemplateColumn.CellTemplate>
   <DataGridTemplateColumn.CellEditingTemplate>
    <DataTemplate>
     <ComboBox IsEditable="True" Text="{Binding Path=SelectedInstrument}" 
      ItemsSource="{x:Static ViewModel.Instruments}"/>                   
    </DataTemplate>
   </DataGridTemplateColumn.CellEditingTemplate>
  </DataGridTemplateColumn>   
 </DataGrid.Columns>
</DataGrid>

this is happening because the free text which is enter is of type string and selected item what you have binded to the comboBox is of some complex type....

instead of using DataGridComboBoxColumn use DataGridTemplateColumn and you can bind Text property of the comboBox to some property which will hold the free text value after closing drop down list.

you can get better idea by looking at the following sample.

<DataGrid>
    <DataGrid.Columns>
        <DataGridTemplateColumn>
            <DataGridTemplateColumn.CellTemplate>
                <DataTemplate>
                    <ComboBox IsEditable="True" 
                              Text="{Binding NewItem}" 
                              ItemsSource="{Binding Sourcelist.Files}"/>
                </DataTemplate>
            </DataGridTemplateColumn.CellTemplate>
        </DataGridTemplateColumn>
    </DataGrid.Columns>
</DataGrid>