<asp:TemplateField>
           <HeaderTemplate>
             <input type="checkbox" id="selectall" onclick="select_all()">
           </HeaderTemplate>
                <ItemTemplate>
                   <asp:CheckBox ID="chkSelect" runat="server" />
                </ItemTemplate>
              </asp:TemplateField>  
<script>            function select_all(){
                var a=document.getElementsByTagName("input");
                for(var j=0;j<a.length;j++)
                {
                    if(a[j].type=="checkbox")
                        a[j].checked=document.all.selectall.checked;
                }
            }
  </script>