regd datagrid and control boxes

[karteek]

Hi, I have a datagrid filled with a table having 15-20 columns.At a time only 4-6 are visible without scrolling in a datagrid.Now I want to select a particular column header for my application.So I want to keep a check box on each column header and so that I can select the check box in the header.How do I keep this? Karteek