DataGridView checkbox column header cell.

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VB

WinForms

.NET4

Hi,
I'm trying to render a checkbox in a datagridview column header so that when the checkbox is checked/unchecked all the cells in that column should be
checked/unchecked accordingly. The datagridview is bound to a database table but the column containing the checkbox header cell is unbound.
The problem is, whenever i click the header checkbox, all the cells in that column are checked but the header checkbox itself gets invisible.
If I click the HEADER (though the checkbox is invisible, still I can click the header) again, all the cells in the column below are unchecked and the header
checkbox becomes visible and unchecked. Everything is happening as expected except the visibility of the header checkbox. Why is it so?
Please suggest how to get rid of it. Regards.
My code follows below:

' The custom class for checkbox header cell.
Imports System.Drawing

Public Delegate Sub CheckBoxClickedHandler(ByVal state As Boolean)

Public Class DataGridViewCheckBoxHeaderCellEventArgs
    Inherits EventArgs
    Private _bChecked As Boolean

    Public Sub New(ByVal bChecked As Boolean)
        _bChecked = bChecked
    End Sub

    Public ReadOnly Property Checked As Boolean
        Get
            Return _bChecked
        End Get
    End Property
End Class

Public Class DataGridViewCheckBoxHeaderCell
    Inherits DataGridViewColumnHeaderCell
    Private checkBoxLocation As Point
    Private checkBoxSize As Size
    Private _checked As Boolean = False
    Private _cellLocation As New Point
    Private _cbState As Windows.Forms.VisualStyles.CheckBoxState = VisualStyles.CheckBoxState.UncheckedNormal
    Public Event OnCheckBoxClicked As CheckBoxClickedHandler

    Public Sub New()
    End Sub

    Protected Overrides Sub Paint(ByVal graphics As System.Drawing.Graphics, ByVal clipBounds As System.Drawing.Rectangle, ByVal cellBounds As System.Drawing.Rectangle, ByVal rowIndex As Integer, ByVal dataGridViewElementState As System.Windows.Forms.DataGridViewElementStates, ByVal value As Object, ByVal formattedValue As Object, ByVal errorText As String, ByVal cellStyle As System.Windows.Forms.DataGridViewCellStyle, ByVal advancedBorderStyle As System.Windows.Forms.DataGridViewAdvancedBorderStyle, ByVal paintParts As System.Windows.Forms.DataGridViewPaintParts)
        MyBase.Paint(graphics, clipBounds, cellBounds, rowIndex, dataGridViewElementState, value, formattedValue, errorText, cellStyle, advancedBorderStyle, paintParts)

        Dim p As New Point
        Dim s As Size = CheckBoxRenderer.GetGlyphSize(graphics, Windows.Forms.VisualStyles.CheckBoxState.UncheckedNormal)
        p.X = cellBounds.Location.X + (cellBounds.Width / 2) - (s.Width / 2)
        p.Y = cellBounds.Location.Y + (cellBounds.Height / 2) - (s.Height / 2)
        _cellLocation = cellBounds.Location
        checkBoxLocation = p
        checkBoxSize = s

        If _checked Then
            _cbState = Windows.Forms.VisualStyles.CheckBoxState.CheckedNormal
        Else
            _cbState = Windows.Forms.VisualStyles.CheckBoxState.UncheckedNormal
            CheckBoxRenderer.DrawCheckBox(graphics, checkBoxLocation, _cbState)
        End If
    End Sub

    Protected Overrides Sub OnMouseClick(ByVal e As System.Windows.Forms.DataGridViewCellMouseEventArgs)
        Dim p As New Point(e.X + _cellLocation.X, e.Y + _cellLocation.Y)
        If p.X >= checkBoxLocation.X And p.X <= checkBoxLocation.X + checkBoxSize.Width And p.Y >= checkBoxLocation.Y And p.Y <= checkBoxLocation.Y + checkBoxSize.Height Then
            _checked = Not _checked
            RaiseEvent OnCheckBoxClicked(_checked)
            Me.DataGridView.InvalidateCell(Me)
        End If

        MyBase.OnMouseClick(e)
    End Sub
End Class

' Actual class where the custom class is used.
' dgvContacts is the name of the datagridview.
' colCheck is the name of the column containing the checkbox header cell.
Public Class ContactList
'Other declarations...
......................
......................
Private WithEvents _cbHeader As DataGridViewCheckBoxHeaderCell

Sub New()
        ' This call is required by the designer.
        InitializeComponent()

        ' Add any initialization after the InitializeComponent() call.
	_cbHeader = New DataGridViewCheckBoxHeaderCell
        colCheck.HeaderCell = _cbHeader
        colCheck.HeaderText = ""
        colCheck.Visible = True
End Sub

'Other definitions...
.....................
.....................

Private Sub _cbHeader_OnCheckBoxClicked(ByVal state As Boolean) Handles _cbHeader.OnCheckBoxClicked
        For i As Integer = 0 To dgvContacts.RowCount - 1
            dgvContacts("colCheck", i).Value = state
        Next

        dgvContacts.EndEdit()
End Sub
End Class