Your headertemplate will be like this
<HeaderTemplate>
<asp:CheckBox ID="SelectAll" onclick="javascript:HeaderClick(this);" runat="server" />
</HeaderTemplate>
Then just use simple javascript function to select or deselect all the checkboxes in the gridview
function HeaderClick(e)
{
var collection = document.getElementById('EmployeeDetailsGrid').getElementsByTagName('input');
for (var i = 0; i < collection.length; i++) {
if (collection[i].type.toUpperCase() == 'CHECKBOX')
collection[i].checked = e.checked;
}
}