DataGridView Paint Combox Column Issue

I have a problem with a Datagridview.
This grid has a combobox column, a checkbox column and the rest are textboxes with diferents formats (integer and string).
I load the data from a database to a datatable object, then I set the grid source with that datatable object. And the problem begins when I sort.
When the data is already load, then I want to sort a field (a textbox column field). When I sort the combobox column and the checkbox column appear on blank with no value selected.
Also the grid has a headerclick event. When you click the CheckBox column header selects and unselects all. Also has a painting event. I guess that maybe that event is the cause.