<Window x:Class="WpfApplication2.Window1"
    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
    xmlns:telerik="http://schemas.telerik.com/2008/xaml/presentation"
    xmlns:global="clr-namespace:System.Globalization;assembly=mscorlib"
    Title="Window1">
    <Window.Resources>
        <Style x:Key="CheckBoxHeaderCellStyle" TargetType="telerik:GridViewHeaderCell">
            <Setter Property="Template">
                <Setter.Value>
                    <ControlTemplate TargetType="telerik:GridViewHeaderCell">
                        <CheckBox HorizontalAlignment="Center" VerticalAlignment="Center"/>
                    </ControlTemplate>
                </Setter.Value>
            </Setter>
        </Style>
    </Window.Resources>
    <Grid>
        <telerik:RadGridView x:Name="RadGridView1">
            <telerik:RadGridView.Columns>
               <telerik:GridViewDataColumn HeaderCellStyle="{StaticResource CheckBoxHeaderCellStyle}"/>
            </telerik:RadGridView.Columns>
        </telerik:RadGridView>
    </Grid>
</Window>
