create dynamic datagrid and saving user preference

If you want to  add a control at runtime in a datagrid you have to use Template Columns. and you have to implement ITemplate  Interface.

ITemplatehas one Method InstantiateIn.
it is called when ever a new instance is created.

in Design Page, Add a place holder where we will add our datagrid.
 

here you want to add checkboxes in your DataGrid.
So Create a Class

Private Void CreateCheckboxRow : ITemplate
{
        Public Void InstantiateIn(System.Web.UI.Control container)
        {
        CheckBox create_CheckBox=new CheckBox();
        create_CheckBox.Checked=False;
        create_CheckBox.Enable=True;
        Container.Controls.Add(create_CheckBox);
        }
}


and create datagrid and add controls in it.

 DataGrid newdatagrid = new DataGrid();
        newdatagrid.ID = "gv_New";
        newdatagrid.AutoGenerateColumns = false;
        BoundColumn categoryIDColumn = new BoundColumn();
        categoryIDColumn.DataField = "CategoryID";
        categoryIDColumn.HeaderText = "CategoryID";
        BoundColumn CategoryName = new BoundColumn();
        CategoryName.DataField = "CategoryName";
        CategoryName.HeaderText = "CategoryName";
        CheckBoxTemplate cb= new CheckBoxTemplate();
        TemplateColumn checkboxColumn = new TemplateColumn();
        checkboxColumn.HeaderText = "Like";
        checkboxColumn.ItemTemplate= cb;
        newdatagrid.Columns.Add(categoryIDColumn);
        newdatagrid.Columns.Add(CategoryName);
        newdatagrid.Columns.Add(checkboxColumn);
        DataTable dtRecord = new DataTable();
        SqlDataReader readerObject;
        using (SqlConnection conn = new SqlConnection(ConfigurationManager.ConnectionStrings["ApplicationServices"].ConnectionString))
        {
            conn.Open();
            SqlCommand cmd = conn.CreateCommand();
            cmd.CommandText = "Select * from CategoryTable";
            readerObject = cmd.ExecuteReader();
            dtRecord.Load(readerObject);
            conn.Close();
        }
        if (dtRecord.Rows.Count > 0)
        {
            newdatagrid.DataSource = dtRecord.DefaultView;
            newdatagrid.DataBind();
        }
        PlaceHolder1.Controls.Add(newdatagrid);