If your checkboxes really are siblings of each other, then Gaby's answer saying cb.index() should do it is quite correct. Be careful, though, that you understand what index is actually telling you. For example, with this markup:
<div id='thediv'>
<label><input type='checkbox' value='1' name='one'>One</label>
<label><input type='checkbox' value='2' name='two'>Two</label>
<label><input type='checkbox' value='3' name='three'>Three</label>
<label><input type='checkbox' value='4' name='four'>Four</label>
</div>
...if your cb is from (say) $('#thediv input[type=checkbox][name=three]'), the result of cb.index() will be 0 (link to example). Clearly not what you want.
You can handle that in a couple of ways. With the specific example above, you could just look to see where the parent label was relative to its siblings: cb.parent().index() (link to example). But depending on your markup, that could be complicated.
There's a way that's less subceptible to subtle markup changes: Select exactly the list of elements you want to consider, and then ask jQuery where cb is within that list. So with the markup above, you might do this:
// The selector choose *exactly* the set of things we want to
// look at, and then `index` looks for `cb` within that list
var index = $('#thediv input[type=checkbox]').index(cb);
link to example