I hate to say it, but most people asking ASP questions and Grid View questions here go away empty-handed. If you wait long enough, somebody who knows something about it may wander by. You are probably better-off asking in an ASP forum.
You will need to make an Ajax request to your server, and probably write some server-side code. We can't help you with the server-side code. I don't know if ASP already has some server code to deal with the Ajax request, or if you have to write something.
You might have to use $.ajax(), or ASP may have some magic to make it happen without having to write JS code.
Does Microsoft supply some client-side Javascript that is supposed to do something when the checkbox change is triggered? In any case, triggering change is unlikely to do anything useful if you don't actually change it's state.
Why do you think you need a click callback to trigger change? Clicking on the checkbox should change the state and trigger change, without any code on your part. And, to boot, clicking on the checkbox's label will also change the state and trigger change. (Better target for touchscreens!) All freebies, courtesy of every browser. There's little reason to ever use a click callback on a checkbox.