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Custom value for select_filter in header

In the select_filter in header, the blank value represents all the values. Instead of displaying it as blank, we i want to display as All.
I have attached a function on XLE. I have two select filters in my header.

function changeOption(gridObj,numOfRows)    {
var opt= gridObj.hdr.getElementsByTagName ("SELECT");
for(i=0;i<opt.length;i++){
alert(opt[i].innerHTML);
}
}

the innerHtml that alerts is:
<option value=""></option>

SO i cant change text of the first option.
Could you suggest some way?

Please check this article http://www.dhtmlx.com/docs/products/kb/index.shtml?cat=5&q=8288