Gil,
From what you're saying, it sounds like you've set the grid's ReadOnly property to False also? Are you removing the old column control before adding the checkbox, or are you leaving the original control in place. Also, out of curiosity why can't this be done at design time?
Regards,
Kevin McNeish
Eight-Time .NET MVP
VFP and iOS Author, Speaker & Trainer
Oak Leaf Enterprises, Inc.
Chief Architect, MM Framework
http://www.oakleafsd.com