In order to have the CheckBoxes fully retaining their state when clicking on them and at the same time using Load-On-Demand you need to somehow store the state of each Item on the server.
For example, each Item record in a database could have an additional column - Checked/Selected.
Then by using RadAjaxManager (or another control or approach offering a similar functionality) you could do an AJAX request upon clicking of an Item's CheckBox and update the Checked/Selected state of the Item in the database.
Finally, Load-On-Demand, CheckBoxes and multi-item selection would be functional at the same time.
the Telerik team
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