This way
HTML
 <asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="false">
        <Columns>
            <asp:TemplateField HeaderText="Approved">
                <ItemTemplate>
                    <asp:CheckBox ID="ApprovedCheckbox" runat="server" onclick="CheckBoxCheck(this);" />
                </ItemTemplate>
            </asp:TemplateField>
            <asp:TemplateField HeaderText="Denied">
                <ItemTemplate>
                    <asp:CheckBox ID="ApprovedCheckbox" runat="server" onclick="CheckBoxCheck(this);" />
                </ItemTemplate>
            </asp:TemplateField>
            <asp:BoundField DataField = "Item" HeaderText = "Item" />
        </Columns>
    </asp:GridView>
    <script type = "text/javascript">
        function CheckBoxCheck(rb) {
            var gv = document.getElementById("<%=GridView1.ClientID%>");
            var row = rb.parentNode.parentNode;
            var rbs = row.getElementsByTagName("input");
            for (var i = 0; i < rbs.length; i++) {
                if (rbs[i].type == "checkbox") {
                    if (rbs[i].checked && rbs[i] != rb) {
                        rbs[i].checked = false;
                        break;
                    }
                }
            }
        }   
</script>
Code
protected void Page_Load(object sender, EventArgs e)
    {
        if (!Page.IsPostBack)
        {
            DataTable dt = new DataTable();
            dt.Columns.AddRange(new DataColumn[3] { new DataColumn("Item"), new DataColumn("Price"), new DataColumn("IsSelected", typeof(bool)) }); 
            dt.Rows.Add("Shirt", 200, true);
            dt.Rows.Add("Football", 30, true);
            dt.Rows.Add("Bat", 22.5, false);
            GridView1.DataSource = dt;
            GridView1.DataBind();
        }
    }
Demo