Me auto contesto jajaja:
Este es el codigo que hay que meter en filter...y te modifica todos los filtros por dropdown.
<script type="text/javascript"> <!-- function magejump(targ,selObj,restore){ eval(targ+".location='"+selObj.options[selObj.selectedIndex].value+"'"); if (restore) selObj.selectedIndex=0; } //--> </script> <select name="magestp" id="magestp" onChange="magejump('parent',this,0)"> <option value="">Select</option> <?php foreach ($this->getItems() as $_item): ?> <option value="<?php echo $this->urlEscape($_item->getUrl()) ?>"><?php echo $_item->getLabel() ?> (<?php echo $_item->getCount() ?>)</option> <?php endforeach ?> </select>