You can use Header Template
to achieve this and remove the HeaderText
from the Template field
<asp:TemplateField >
<ItemTemplate>
<asp:CheckBox ID="cbSelect" runat="server" AutoPostBack="false"/>
</ItemTemplate>
<HeaderTemplate>
<asp:CheckBox ID="chkBxHeader" runat="server" />
</HeaderTemplate>
</asp:TemplateField>