Shortly: Not easily possible.
You'll need to sub-class the CListCtrl
and implement this behavior on your own or download for example the MFC Grid Control that allows you to do that.
As for the removing check-boxes idea, yes, that might be possible, MSDN:
Version 4.70. Enables check boxes for items in a list-view control. When
set to this style, the control creates
and sets a state image list with two
images using DrawFrameControl. State
image 1 is the unchecked box, and
state image 2 is the checked box.
Setting the state image to zero
removes the check box.