HOW TO ADD JCHECKBOX TO A JCOMBOBOX

I need to do a menu with checkboxes inside, I cant do it! I checked all the java api documentation and dont exist examples. Help...

   JComboBox<JCheckBox> cb = new JComboBox<JCheckBox>();

   cb.add(cbEasy = new JCheckBox("EASY", false));
   cb.add(cbDifficult = new JCheckBox("DIFFICULT", false));

In the interface its empty the combobox...