On aspx page
<asp:gridview id="GridView1" runat="server" autogeneratecolumns="False" xmlns:asp="#unknown">
DataKeyNames="PAY_DET_ID" HorizontalAlign="Left" CellPadding="2"
Width="100%" BorderWidth="1px"
CaptionAlign="Bottom" CellSpacing="1" >
<headerstyle forecolor="#0066CC" />
<pagerstyle font-bold="True" font-size="Small" />
<rowstyle bordercolor="#999966" borderstyle="Dashed" borderwidth="1px" />
<columns>
<asp:templatefield headertext="Select">
<itemtemplate>
<asp:checkbox id="chkSelect" runat="server" oncheckedchanged="CheckBox1_CheckedChanged" autopostback="true" />
</itemtemplate>
</asp:templatefield>
<asp:boundfield datafield="column1" headertext="column1" />
<asp:boundfield datafield="column2" headertext="column1" />
<asp:boundfield datafield="column3" headertext="column1" />
</columns>
</asp:gridview>
and on cs page
protected void CheckBox1_CheckedChanged(object sender, EventArgs e)
{
}