Dear Friend,
Go this way:-
<asp:gridview id="GridView1" runat="server" autogeneratecolumns="False" >
<columns>
<asp:templatefield>
<headertemplate>
<asp:checkbox id="chkSelectAll" runat="server" text="Select All" autopostback="True"" />
</headertemplate>
<itemtemplate>
<asp:checkbox id="chkSelect" runat="server" />
</itemtemplate>
</asp:templatefield>
</columns>
</asp:gridview>
I hope this will help you out.
Thanks