add  <ClientSideEvents ColumnHeaderClickHandler="UltraWebGrid1_ColumnHeaderClickHandler" /> to </DisplayLayout>

add an keyid for the column,

 <igtbl:UltraGridColumn HeaderText="Check" Width="50px" AllowUpdate="Yes" Type="CheckBox" Key="chk1" SortIndicator="Disabled"
                            >
                            <CellStyle HorizontalAlign="Center">
                            </CellStyle>
                            <Footer>
                            </Footer>
                            <Header  Caption="Check">
                            </Header>
                        </igtbl:UltraGridColumn>

hook up the same with javascript

  function UltraWebGrid1_ColumnHeaderClickHandler(gridName, columnId, button) {

            //Add code to handle your event here.

            var myCol = igtbl_getColumnById(columnId);
          

            if (myCol.Key == "chk1") {

                var myGrid = igtbl_getGridById(gridName);

                for (i = 0; i < myGrid.Rows.length; i++) {
                   
                    if (myGrid.Rows.getRow(i).getCellFromKey("chk1").getValue() == "1") {
                        myGrid.Rows.getRow(i).getCellFromKey("chk1").setValue(0);
                    }
                    else {
                        myGrid.Rows.getRow(i).getCellFromKey("chk1").setValue(1);
                    }
                }

               
            }

    }

Hi Rajesh,

While the previously provided article is still valid, it is a little out of date. Since that article was written, we have added this functionality directly to the UltraGrid as part of our NetAdvantage 2009 Volume 1 release.

This help article should assist you in activating this functionality.

Let me know if  you need further assistance.

Chris.

The knowledge base article might be what you need. good luck

http://devcenter.infragistics.com/Support/KnowledgeBaseArticle.aspx?ArticleID=4883