using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using System.Data.SqlClient;

namespace WinformOperateDataGridView
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        private void 查询_Click(object sender, EventArgs e)
        {
            DataTable dtTemp = new DataTable();
 
            using (SqlConnection con = new SqlConnection("server=.;uid=sa;pwd=123456;database=test;"))
            {
                SqlDataAdapter sa = new SqlDataAdapter("select * from test", con);
                sa.Fill(dtTemp);
            }
            this.dataGridView1.DataSource = dtTemp;

            //创建复选框列   
            DataGridViewCheckBoxColumn checkboxCol = new DataGridViewCheckBoxColumn();
            //创建复选框列头单元格
            datagridviewCheckboxHeaderCell ch = new datagridviewCheckboxHeaderCell();
            //设置复选框那列的单元格为复选框
            checkboxCol.HeaderCell = ch;
            
            //将此复选框列添加到DataGridView中
            this.dataGridView1.Columns.Add(checkboxCol);

            ch.OnCheckBoxClicked += new datagridviewcheckboxHeaderEventHander(ch_OnCheckBoxClicked);//关联单击事件

        }

        private void ch_OnCheckBoxClicked(object sender, datagridviewCheckboxHeaderEventArgs e)
        {
             foreach (DataGridViewRow dgvRow in this.dataGridView1.Rows)
             {
                 if (e.CheckedState)
                 {
                     dgvRow.Cells[2].Value = true;
                 }
                 else
                 {
                     dgvRow.Cells[2].Value = false;
                 }
             }
         }
    }
    //定义触发单击事件的委托
    delegate void datagridviewcheckboxHeaderEventHander(object sender, datagridviewCheckboxHeaderEventArgs e);
    class datagridviewCheckboxHeaderEventArgs : EventArgs
    {
        private bool checkedState = false;
 
        public bool CheckedState
        {
            get { return checkedState; }
            set { checkedState = value; }
        }
     }
    class datagridviewCheckboxHeaderCell : DataGridViewColumnHeaderCell
     {
         Point checkBoxLocation;
         Size checkBoxSize;
         bool _checked = false;
         Point _cellLocation = new Point();
         System.Windows.Forms.VisualStyles.CheckBoxState _cbState =
             System.Windows.Forms.VisualStyles.CheckBoxState.UncheckedNormal;
         public event datagridviewcheckboxHeaderEventHander OnCheckBoxClicked;
 
 
         //绘制列头checkbox
         protected override void Paint(System.Drawing.Graphics graphics,
            System.Drawing.Rectangle clipBounds,
            System.Drawing.Rectangle cellBounds,
            int rowIndex,
            DataGridViewElementStates dataGridViewElementState,
            object value,
            object formattedValue,
            string errorText,
            DataGridViewCellStyle cellStyle,
            DataGridViewAdvancedBorderStyle advancedBorderStyle,
            DataGridViewPaintParts paintParts)
         {
             base.Paint(graphics, clipBounds, cellBounds, rowIndex,
                 dataGridViewElementState, value,
                 formattedValue, errorText, cellStyle,
                 advancedBorderStyle, paintParts);
             Point p = new Point();
             Size s = CheckBoxRenderer.GetGlyphSize(graphics,
             System.Windows.Forms.VisualStyles.CheckBoxState.UncheckedNormal);
             p.X = cellBounds.Location.X +
                 (cellBounds.Width / 2) - (s.Width / 2) - 1;//列头checkbox的X坐标
             p.Y = cellBounds.Location.Y +
                 (cellBounds.Height / 2) - (s.Height / 2);//列头checkbox的Y坐标
             _cellLocation = cellBounds.Location;
             checkBoxLocation = p;
             checkBoxSize = s;
             if (_checked)
                 _cbState = System.Windows.Forms.VisualStyles.
                     CheckBoxState.CheckedNormal;
             else
                 _cbState = System.Windows.Forms.VisualStyles.
                     CheckBoxState.UncheckedNormal;
             CheckBoxRenderer.DrawCheckBox
             (graphics, checkBoxLocation, _cbState);
         }
 
 
 
         /// <summary>
         /// 点击列头checkbox单击事件
         /// </summary>
         protected override void OnMouseClick(DataGridViewCellMouseEventArgs e)
         {
 
             Point p = new Point(e.X + _cellLocation.X, e.Y + _cellLocation.Y);
             if (p.X >= checkBoxLocation.X && p.X <=
                 checkBoxLocation.X + checkBoxSize.Width
             && p.Y >= checkBoxLocation.Y && p.Y <=
                 checkBoxLocation.Y + checkBoxSize.Height)
             {
                 _checked = !_checked;
 
 
                 //获取列头checkbox的选择状态
                 datagridviewCheckboxHeaderEventArgs ex = new datagridviewCheckboxHeaderEventArgs();
                 ex.CheckedState = _checked;
 
                 object sender = new object();//此处不代表选择的列头checkbox，只是作为参数传递。应该列头checkbox是绘制出来的，无法获得它的实例
 
                 if (OnCheckBoxClicked != null)
                 {
                     OnCheckBoxClicked(sender, ex);//触发单击事件
                     this.DataGridView.InvalidateCell(this);
                 }
 
             }
             base.OnMouseClick(e);
         }
 
     }
    
}

PS：有的网友在MS SQL数据库里添加bit类型的字段，这个是没有必要的。

参考地址：http://blog.csdn.net/zhiguo2010/article/details/5747161