Question: `<select><option><input type="checkbox" />Headache</option></select>`

By using the above code i did't get a check box inside a dropdown list.Can you suggest me , how should i proceed.

Answer: 
You can't have an input control inside a select element. You'll have to create the drop-down using JavaScript, without using the select element at all.
Another approach on top of BalusC's one is to actually develop your own custom UI element. Unfortunately, this is usually (or always?) browser-specific.

I know you can do that for [Firefox using XUL.](http://www.devx.com/webdev/Article/9312/0/page/3)

I'm sure you can do some ActiveX tricks for IE though no clue how.