You need to create a template column for the field you wish to use as checkbox.
Replace the label and textbox with a checkbox the you will have to write
some code against it to retrieve the data

example:
Protected Sub Button1_Click(ByVal sender as Object, ByVal e as
System.EventArgs) handes Button1.Click

Dim myItem as DataGridItem = DataGrid1.Items(1)
dim myID as string = myItem.Cells.Item(0).Text
dim myProd as string = myItem.Cells.Item(1).Text
dim myChk as CheckBox = myItem.Cells.Item(2).FindControl("CheckBox2"),
CheckBox)

dim mybool as Boolean = myChk.Checked

Assumptions:
Retrieving three columns from Products table in Northwind
1 - ProductID
2 - ProductName
3 - Discontinued

Mounually bound these columns
convert the third into a templates

That's pretty much it.