<asp:TemplateField HeaderText="Delete" ShowHeader="False" ItemStyle-HorizontalAlign="Center">
                        <ItemTemplate>
                            <asp:CheckBox ID="chkDeleteRows" runat="server"/>
                        </ItemTemplate>
                        <FooterTemplate>                        
                          <asp:LinkButton ID="lbDelete" runat="server" CausesValidation="False" CommandName="Delete" Text="Delete"></asp:LinkButton>                                               
                        </FooterTemplate> 
                    </asp:TemplateField>

 
protected void gv_Lookup_RowDataBound(object sender, GridViewRowEventArgs e)
        {
            LinkButton lbDelete = (LinkButton)e.Row.FindControl("lbDelete");
            if (lbDelete != null)
            {
                lbDelete.Attributes.Add("onClick", "return confirm('Are you sure, you want to delete this Lookup Value? ');");
            }
        }

 
        protected void gv_Lookup_RowDeleting(object sender, GridViewDeleteEventArgs e)
        {
            // Looping through all the rows in the GridView
            foreach (GridViewRow row in gv_Lookup.Rows)
            {
                CheckBox checkbox = (CheckBox)row.FindControl("chkDeleteRows");
                //Check if the checkbox is checked. 
                if (checkbox.Checked)
                {
                    // Pass the Row ID as parameter to your custom Delete Function
                    DeleteLookupValues(Convert.ToInt32(gv_Lookup.DataKeys[row.RowIndex].Values[0]));
                }
            }
            LoadGrid(); // Refreshes the Grid with updated rows.
        }