Are you defining the columns manually through the property editor? I know in ASP.NET datagrid i have done this exact same thing and it worked fine. I just defined each column manually, then set the binding name for each column, in the check box case i dont set a binding value.
If that doesn't work, i suppose you could always just create a class in the UI that has a single property of boolean, then inherit your enitity, that way your entity itself doesn't have UI data in it
Its kinda a pain in the arse, but if its a common thing, you could use the template editor and have it generate one for each one of your entities.
The other solution is to return a dataset by using a typedlist, then add your column like your normally do.
I havent attempted either of those, i am just randomly spurting out stuff i think might work
Hope it helps ya!