I know nothing about windows mobile development.
But I did the same in wpf yesterday. Maybe you can use it or otherwise say it and I will clean it.
<DataGrid IsEnabled="True" CanUserResizeRows="False" CanUserDeleteRows="False" Height="200" x:Name="Games_Grid" MaxHeight="400" ItemsSource="{Binding GameOverview}" FontSize="16" SelectedItem="{Binding SelectedGameOverview}" ScrollViewer.HorizontalScrollBarVisibility="Auto" ScrollViewer.VerticalScrollBarVisibility="Auto" mvvm:SelectedItemsBehavior.SelectedItemsChangedHandler="{Binding Path=ResultsSelectionChangedCommand}">
<DataGrid.RowHeaderTemplate>
<DataTemplate>
<Grid>
<CheckBox IsChecked="{Binding Path=IsSelected, Mode=TwoWay, RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type DataGridRow}}}"/>
</Grid>
</DataTemplate>
</DataGrid.RowHeaderTemplate>
</DataGrid>
The SelectedItemBehavior I have from:
http://stackoverflow.com/questions/1579700/wpf-toolkit-datagrid-multi-select-how-to-get-selecteditems-out[
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