Copy and paste inside your gridview
<Columns>
<asp:TemplateField HeaderText="select">
<ItemTemplate>
<asp:CheckBox ID="CheckBox1" runat="server" Width="50px" />
</ItemTemplate>
<HeaderTemplate>
<asp:CheckBox ID="chkAll" runat="server" Text="Select"/></td>
</HeaderTemplate>
</asp:TemplateField>
</Columns>