If you are using Flex 4 or even Flex 3 with the AdvancedDataGrid and you run into this error:

TypeError: Error #1007:Instantiation attempted on a non-constructor.at mx.controls::AdvancedDataGridBaseEx/getSeparator()

This is caused by the default css for the flex datavisualization library not including styles and class references that are required in the Advanced Data Grid.  You can either use the below code in your main application css code,  or go to Flex SDK\frameworks\projects\datavisualization and compile the data_management.css into a swf and load it at runtime – this is a better choice if using modules. This error has been around since Flex 3 and if you try and compile the swc by changing the css, you will loose the swz and the ability to cache in flash player.

Fix (add to CSS, this is the basics required for the most part ):

mx|AdvancedDataGrid{
columnDropIndicatorSkin: ClassReference("mx.skins.halo.DataGridColumnDropIndicator");
columnResizeSkin: ClassReference("mx.skins.halo.DataGridColumnResizeSkin");
headerColors: #FFFFFF, #E6E6E6;
headerDragProxyStyleName: "headerDragProxyStyle";
headerBackgroundSkin: ClassReference("mx.skins.halo.DataGridHeaderBackgroundSkin");
headerSeparatorSkin: ClassReference("mx.skins.halo.DataGridHeaderSeparator");
headerHorizontalSeparatorSkin: ClassReference("mx.skins.halo.AdvancedDataGridHeaderHorizontalSeparator");
headerStyleName: "advancedDataGridStyles";
sortArrowSkin: ClassReference("mx.skins.halo.DataGridSortArrow");
stretchCursor: Embed(source="Assets.swf",symbol="cursorStretch");
}
 
mx|AdvancedDataGridSortItemRenderer{
paddingTop: 0;
paddingBottom: 0;
paddingLeft: 0;
paddingRight: 0;
horizontalGap: 0;
color: #0B333C;
icon: ClassReference("mx.skins.halo.DataGridSortArrow");
}
 
mx|PrintAdvancedDataGrid{
alternatingItemColors: #FFFFFF, #FFFFFF;
borderColor: 0;
columnResizeSkin: ClassReference("mx.skins.halo.DataGridColumnResizeSkin");
headerColors: #FFFFFF, #FFFFFF;
headerSeparatorSkin: ClassReference("mx.skins.halo.DataGridHeaderSeparator");
headerStyleName: "advancedDataGridStyles";
horizontalGridLineColor: 0;
horizontalGridLines: true;
sortArrowSkin: ClassReference("mx.skins.halo.DataGridSortArrow");
stretchCursor: Embed(source="Assets.swf",symbol="cursorStretch");
verticalGridLineColor: #000000;
}
 
mx|PrintOLAPDataGrid{
alternatingItemColors: #FFFFFF, #FFFFFF;
borderColor: 0;
columnResizeSkin: ClassReference("mx.skins.halo.DataGridColumnResizeSkin");
headerColors: #FFFFFF, #FFFFFF;
headerSeparatorSkin: ClassReference("mx.skins.halo.DataGridHeaderSeparator");
headerStyleName: "advancedDataGridStyles";
horizontalGridLineColor: 0;
horizontalGridLines: true;
stretchCursor: Embed(source="Assets.swf",symbol="cursorStretch");
verticalGridLineColor: #000000;
}