Yes, we can do that, adding checkbox rows.
Its cant do normally gridview.
For that you need to creating tree view.
On Creating tree view, tree rows are show in Check boxes.
On every rows you need to put check box that row display as checkboxes.
1 2 3 4
-Name1 Chk1 Chk2 Chk3 Chk4
01 02 03 04
AA BB CC DD
-Name2 Chk1 Che2 Chk3 Chk4
aa bb cc dd
Happy coding Buddy