Okay, I tried:

VB.NET Code:
  1. Dim colu As DataGridViewCheckBoxColumn = DataGridView2.Columns("FLY")
  2.         With colu
  3.             .ThreeState = True
  4.         End With

And got:

An unhandled exception of type 'System.InvalidCastException' occurred in pgr.exe

Additional information: Unable to cast object of type 'System.Windows.Forms.DataGridViewTextBoxColumn' to type 'System.Windows.Forms.DataGridViewCheckBoxColumn'.