You cannot set a style property (other than CellValue (or Text which is essentially the same property as CellValue)) on an individaul cell in a GridDataBoundGrid.
When you say you are setting a pushbutton in your checkbox click event, is this what you mean? If so, you cannot just set gridDataBoundGrid[row, col].CellType = "PushButton". Instead, what you can do is to handle the grid.Model.QueryCellInfo event. There if e.RowIndex > 0 and e.ColinDex points to the column where you want to maybe set the pushbutton, you should check the value of grid[e.RowIndex, checkBoxColumnIndex].CellValue to see if it is true. If so, then set e.Style.CellType = "PushButton".
Here is a little sample that changes a cell to a pushbutton when a checkbox in another cell is checked. It uses QueryCellInfo as described above, and also uses CurrentCellChanged to make sure the pushbutton cell gets redrawn when teh checkbox changes.
PushButtonOnCheck_2126.zip
