I followed ChrisF here and write a simple demo.
...open your project in Expression Blend, select the button and then right click and
An option is also to use an other library like telerik or xceed (also available for free commercial-use). In my solution I created a class an derived it from Xceed.Wpf.Toolkit.Chromes.ButtonChrome (the Microsoft ButtonChrome is sealed). In my ResourceDictionary I implemented an style for Combobox, created by Blend for VS. In the ControlTemplate for the ToggleButton I have implemented following code:
Here you can see only the most impertand stuf. Your DownArrowGeometry and so on, you know to do. I hope this can help someone ;-)