How to create a dropdown user control

Question

I want to create a dropdown user control that works like a combobox. When the user clicks somewhere in the application (not in user control), it should close automatically.

For simplicity consider a textbox that shows a panel underneath it when clicked on. The user can select something in that panel, but when they click on something else in application, the panel should close.

Edit: I think Cristi is asking for something like this but for wpf.