how to make Jquery dropdownlist with button

Question

I have a simple drop-down box and when its click and display values I want to add "Remove" option (see at right side) as below google image.

I research and I think this is not possible in drop down, so I implement text box with Jquery-Autocomple option that is also have issue.

Can any body have experience / idea this and how to implement via jquery? 

look at an example of dropdown with remove button.

I have done with autocompleted text box but is still getting only string value and we want to include html controls and events in this text box.