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Because you did not call the Bind () method at the end of the loop, if you select something other than the first line, the following CheckBox selections are all ineffective. You only need to put the Bind () call after the For loop and it is OK , as follows. 
Dim i As Integer 
        Dim ChBox As CheckBox 
        Dim label1 As Label 
 
        For i = 0 To DataGrid1.Items.Count-1 
            ChBox = CType (DataGrid1.Items (i) .Cells (0) .FindControl ("CheckBox1"), CheckBox) 
 
            label1 = CType (DataGrid1.Items (1) .FindControl ("label1"), Label) 
            If ChBox.Checked = True Then 
                Dim conn As New SqlConnection 
                conn.ConnectionString = "server = 127.0.0.1; uid = sa; pwd =; database = netexam" 
                conn.Open () 
                Dim sql As String 
                sql = "delete from question where id = '" + label1.Text + "'" 
                Dim cmd As New SqlCommand (sql, conn) 
                cmd.ExecuteNonQuery () 
            End If 
        Next 
  bind () |   
 
 
 
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