Filtering means the ability to narrow an already-loaded list of options by typing in the combobox. You can try the live demo on combo homepage.
It's easy to implement the autocomplete feature with dhtmlxCombo. Unlike the filtering feature, autocomplete loads values from an external datasource, while the user types in the combo box. Try the live sample which incorporates thousands of possible values.
dhtmlxCombo has native support for including images and other objects in the list (for example, checkboxes and radio buttons).