It depends where you click on the DataGridView. If you want to run this command when you double click a cell within the grid you could use the CellContentDoubleClick
event.
The full list of events for a DataGridView can be found here
EDIT:
It appears that you want to capture a click event for a CheckBox within the DataGrid?
In order to capture the Checkbox changed event you can subscribe to the OnCellValueChanged
event. Within the EventArgs check to see what column has been changed. If it is your checkbox column then you can run you command.
Something along these lines of this (untested):
private void DataGridView1_OnCellValueChanged(object sender, DataGridViewCellEventArgs e)
{
if (e.ColumnIndex == 0 && e.RowIndex > -1) // Replace 0 with the checkbox col index
{
if ((bool)this.DataGridView1[e.ColumnIndex, e.RowIndex].Value == true)
{
// Checkbox is checked so call you command
}
}
}