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So checkbox is not html checkbox ?? I was refering to name for the above tag.

>>So checkbox is not html checkbox <input type=checkbox>
If you are using "ch" eXcell type cell value renderes not as input html element. 
You can store any html inside grid cell:

<cell><![CDATA[
 <input type='checkbox' name='any' />
]]></cell>

Also you can implement any custom eXcell type you need http://dhtmlx.com/docs/products/dhtmlxGrid/doc/articles/Custom_excell_creation.html#grid_cexc