what have you tried yet ? please provide the code. M unable to comment on your question. You can add event to the check boxes and then pick the current row. Which will give you the right way to proceed.
Update 2:
You Can try THis
private void myDataGrid_OnCellValueChanged(object sender, DataGridViewCellEventArgs e)
{
if (e.ColumnIndex == myCheckBoxColumn.Index && e.RowIndex != -1)
{
// Handle your checkbox state change here
}
}