So, I believe I've made the necessary changes you recommended. Please see below:

Code:
Private Sub ThreadedDGVCheckBoxUpdate()
       
        For i As Int32 = DtSample.Rows.Count - 1 To 0 Step -1

            If Not IsDBNull(DtSample.Rows(i)("Selected")) AndAlso DtSample.Rows(i)("Selected") = True Then
                DtSample.Rows.Remove(DtSample.Rows(i))
            End If

        Next
    End Sub