With some work i finally get my jQGrid work. I want it to have column filtering as in the demo.

My Grid is:
 $(function () {
        $("#list").jqGrid({
            url: '/Work/DynamicGridData/',
            datatype: 'json',
            mtype: 'GET',
            colNames: ['Id', 'Job Title', 'Job Type','Job Priority','Rate','Creation Date','Deadline'],
            colModel: [
          { name: 'Id', index: 'JobDescriptionID', align: 'left' },
          { name: 'Job Title', index: 'JobTitle',align: 'left' },
          { name: 'Job Type', index: 'JobType.JobTypeName', align: 'left'},
          { name: 'Job Priority', index: 'JobPriority.JobPriorityName', align: 'left' },
          { name: 'Rate', index: 'JobType.Rate', align: 'left' },
          { name: 'Creation Date', index: 'CreationDate', align: 'left'},
          { name: 'Deadline', index: 'JobDeadline', align: 'left'}],
            pager: jQuery('#pager'),
            rowNum: 10,
            rowList: [5, 10, 20, 50],
            sortname: 'JobDescriptionID',
            sortorder: "desc",
            viewrecords: true,
            imgpath: '',
            caption: 'My first grid'
        });
    }); 
What are the things i need to do for column filtering as shown?