When the "set" method of a dataItem is used, it will trigger the "change" event of the dataSource, which will then trigger the rebinding of the Grid. This is the reason why the navigation goes to the first cell when you click on the checkbox.
In order to resolve the issue with the navigation you will have to use the checkbox editor in edit mode only:
Another option would be to change the value in the dataItem without using the "set" method and manually redraw the row as shown in the following HowTo article:
Hope this helps.