void DataGrid1_OnItemdataBound(object Sender, DataGridItemEventArgs e)
{ 
try
{
	CheckBoxList Chk = (CheckBoxList)e.Item.FindControl("checkboxlist1");
	Chk.Items[0].Selected = true; //you can set to the dataset value here
	Chk.Items[2].Selected = true;
						
	//string[] myArray = new string[3] { "Good", "Bad", "So-So" }; 
	//Chk.DataSource = myArray;
	//Chk.DataBind(); 
	//Chk.Items[0].Selected = true;
						
		}
		catch(Exception exp)
		{
				lbl.Text += exp.Message + " : ";
		}
}
    
void Check_Clicked(Object sender, EventArgs e) 
{
  //How can I get here the checkboxes that were checked?
  CheckBoxList chk = (CheckBoxList)sender;
		if (chk.SelectedIndex == -1)
		{
		lbl.Text = "0 Items" + " clicked";
		}else {
			lbl.Text = "Item " + (chk.SelectedIndex + 1) + " clicked";
		}
}

Html code:

<asp:TemplateColumn HeaderText="Selected">
	<ItemTemplate>		
			asp:CheckBoxList id="checkboxlist1" 
			AutoPostBack="True"
			CellPadding="5"
			CellSpacing="5"
			
			RepeatLayout="Flow"
			TextAlign="Right"
			OnSelectedIndexChanged="Check_Clicked"
			
			runat="server">

			<asp:ListItem>Good</asp:ListItem>
			<asp:ListItem>Bad</asp:ListItem>
			<asp:ListItem>So-So</asp:ListItem>

			</asp:CheckBoxList>

	</ItemTemplate>
</asp:TemplateColumn>