Any chance you can elaborate a little on this? Maybe an example?

sure! hopefully this can help...i've ripped it out of some code where i am doing a similar thing...

in the .aspx file...set up the template columns...you'll need to do this for all of them etc

<igtbl:UltraWebGrid ID="uwg_myGrid" runat="server">
                        <Bands>
                            <igtbl:UltraGridBand>
                                <AddNewRow View="NotSet" Visible="NotSet">
                                </AddNewRow>
                                <Columns>
                                    <igtbl:TemplatedColumn Key="COLUMN_1">
                                        <Header Caption="First Name">
                                        </Header>
                                        <CellTemplate>
                                            <asp:CheckBox ID="chk_value" runat="server" />
                                            <asp:Literal ID="lit_value" runat="server" />
                                        </CellTemplate>
                                    </igtbl:TemplatedColumn>
                                </Columns>
                            </igtbl:UltraGridBand>
                        </Bands>
                        <DisplayLayout ...........

Now in the code behind (.vb in my case):

Protected Sub uwg_myGrid_InitializeRow(ByVal sender As Object, ByVal e As RowEventArgs) Handles uwg_myGrid.InitializeRow

        With e.Row
            ' Get references to the template cells
            ' checkbox and literal controls
            Dim column As TemplatedColumn = CType(.Cells.FromKey("COLUMN_1").Column, TemplatedColumn)
            Dim cellItem As CellItem = CType(column.CellItems(e.Row.Index), CellItem)
            Dim chk_value As CheckBox = CType(cellItem.FindControl("chk_value"), CheckBox)
            Dim lit_value As Literal = CType(cellItem.FindControl("lit_value"), Literal)

            If e.Row.Index = 0 Then

                   // first row
                   chk_value.checked = True ' or whatever is meant to be here

                   // attach a javascript event perhaps?
                   // just need to pass the function some useful information to identify the cell and
                   // whether the checkbox is checked...i haven't tested this...it just looks neat!
                   // chk_value.attributes.add("onclick","chk_value_onclick(" + celIndex + ",this.checked)"

            Else

                  // all other rows
                  if myValue is dbull.value then
                      lit_value.text = "&nbsp;"
                  else
                      lit_value.text = myValue
                  end if

            End If

      End With

End Sub

brief explanation
- set up the template columns that you will display in the aspx code
- bind a dataset as you would which has the real values for each column for indexes 1+ and then hide these columns in the initialiseLayout event
- populate the literal control and checkbox control in the template column with the correct data from the hidden columns
- you will need to get references to each columns controls etc the example only shows one...

hopefully that helps...