Read in one of the forums, though not sure, try :
Go to the property sheet and double click on "(Custom)" or right click on the grid control and select Properties. On
the pop-up properties dialog, head to the last tab, "Format". Select the column and select Checkbox.
Further, not sure if this is in VB6 or not, but you can have a look here:
Customizing the Windows Forms DataGrid[
^]