Private checkboxHeader231 As CheckBox
Private Sub show_chkBox()
Dim rect As Rectangle = DataGridView1.GetCellDisplayRectangle(columnIndexOfCheckBox, -1, True)
' set checkbox header to center of header cell. +1 pixel to position
rect.Y = 3
rect.X = rect.Location.X + 8 + (rect.Width / 4)
checkboxHeader231 = New CheckBox()
With checkboxHeader231
.BackColor = Color.Transparent
End With

checkboxHeader231.Name = "checkboxHeader1"
checkboxHeader231.Size = New Size(18, 18)
checkboxHeader231.Location = rect.Location
AddHandler checkboxHeader231.CheckedChanged, AddressOf checkboxHeader231_CheckedChanged
DataGridView1.Controls.Add(checkboxHeader231)
End Sub

Private Sub checkboxHeader231_CheckedChanged(sender As System.Object, e As System.EventArgs)
Dim headerBox As CheckBox = DirectCast(DataGridView1.Controls.Find("checkboxHeader1", True)(0), CheckBox)
For Each row As DataGridViewRow In DataGridView1.Rows
row.Cells(columnIndexOfCheckBox).Value = headerBox.Checked
Next
End Sub

Dim rect As Rectangle = DataGridView1.GetCellDisplayRectangle(4, -1, True) ' replace 4
rect.Y = 3

Dim sum = DataGridView1.Columns(0).Width

'for this area write a for loop to find the width of each Column except for the last line which you manually do
'
'
'For i As Integer = 1 To 4 - 1 Step 1 ' replace 4
'sum = sum + DataGridView1.Columns(i).Width
'Next

sum = sum + DataGridView1.Columns(1).Width
sum = sum + DataGridView1.Columns(2).Width
sum = sum + DataGridView1.Columns(3).Width
' stop here and add the last line by hand here

sum = sum + (DataGridView1.Columns(4).Width / 2) + 35 ' used in both cases ' replace 4
rect.X = sum

checkboxHeader231 = New CheckBox()
With checkboxHeader231
.BackColor = Color.Transparent
End With

checkboxHeader231.Name = "checkboxHeader1"
checkboxHeader231.Size = New Size(18, 18)
checkboxHeader231.Location = rect.Location
AddHandler checkboxHeader231.CheckedChanged, AddressOf checkboxHeader231_CheckedChanged
DataGridView1.Controls.Add(checkboxHeader231)