<asp:GridView ID="GridView1" runat="server" AllowPaging="True" AllowSorting="True"
            AutoGenerateColumns="False" DataKeyNames="ID" DataSourceID="SqlDataSource1" >
            <Columns>
                
                <asp:BoundField DataField="Nome" HeaderText="Nome" SortExpression="Nome" />

              <asp:TemplateField>
              <ItemTemplate>
                  <asp:CheckBox ID="MyCheckBox" runat="server"   />
              </ItemTemplate>
              </asp:TemplateField>
            </Columns>
        </asp:GridView>
        <asp:Button ID="Button1" runat="server" Text="Button" />

protected void Page_LoadComplete(object sender, EventArgs e)
    {
        foreach (GridViewRow row in GridView1.Rows)
        {
            CheckBox _check = row.FindControl("MyCheckBox") as CheckBox;

            if(_check != null)
            {
                if(_check.Checked)
                {
                    Response.Write(GridView1.DataKeys[row.RowIndex].Value);
                }
            }
        }
    }