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Custom items in a context menu can be added the same way in Flex 4 as they are in Flex 3 - by declaring your own ContextMenuItem(s) and adding them to your context menu. The ContextMenuItem can be given a caption as well as an event listener. The captions can be fetched from an XML file using HTTPSe ...
The background color of each column of a DataGrid can be set using the backgroundColor property of the DataGridColumn.