Can you provide more insight into your specific requirement? Do you want to insert all of the GridDataItems in the row that contains the checkbox? Is there a primary key for the insert? Do you need to store the value of the checkbox itself, or simply read the checked property to initiate the insert of the row?
Are you binding data client-side or server-side?
You may want to take a look at the Checkbox in Radgrid - editable without clicking on Edit button
forum thread which contains one solution.