One of the annoying things when using the UltraDropDown with a UltraWinGrid is that it refuses to resize the dropdown, and the columns in it, by default. This is at least in the Infragistics version that I a using (v8.3). After a bunch of searching + trial and error I managed to solve the issue.

The information to solve it ends up being on the Infragistics support forums but it NEVER cm up on any search that I ran. I essentially got lucky by finding it through a a set of links in forum entries.

http://blogs.infragistics.com/forums/p/23539/86168.aspx

Turns out of is a bug, go figure. The workaround plus then setting the width of the underlying column to that width (minus 2 so it doesn not show the scroll bars) worked like a charm.