Hi Mahesh;
The only place you can emulate a check box is on a column using the Edit Style feature. Unfortunately, this only works for data input when the column resides in the Detail Band. Moving any column to the Header band disables the column interaction with the Mouse or Keyboard.
I am not sure why you are objecting to a native checkbox over top of the DW Control. Is it because you want to float that around when the user scrolls the data as well?
Regards ... Chris