Filter one column header

jvcunha

I am unable to create a grid with filter in the header. When he puts the select, sits atop the title and when you click the select, it changes the order of the column.
I need a line to the filter and one with the title of the column and order.

                            var table = $('#myTable').DataTable({
                                sDom: '<"H"lTfr>t<"F"ip>',
                                order: [[2, 'desc'], [1, 'asc'], [4, 'asc']],
                                pagingType: 'full_numbers',
                                lengthMenu: [[10, 25, 50, 100, -1], [10, 25, 50, 100, "Todos"]],
                                searchHighlight: true,
                                jQueryUI: true,
                                ajax: ret[0],
                                orderClasses: true,
                                bDeferRender: true,
                                initComplete: function () {
                                    this.api().columns().every( function () {
                                        var column = this;
                                        var select = $('<select><option value=""></option></select>')
                                            .appendTo( $(column.header()).empty() )
                                            .on( 'change', function () {
                                                var val = $.fn.dataTable.util.escapeRegex(
                                                    $(this).val()
                                                );
 
                                                column
                                                    .search( val ? '^'+val+'$' : '', true, false )
                                                    .draw();
                                            } );
 
                                        column.data().unique().sort().each( function ( d, j ) {
                                            select.append('<option value="' + d + '">' + d + '</option>');
                                        } );
                                    } );
                                },
                         } );