BCGControlBar Pro for MFC
void CBCGPGridCtrl::EnableHeaderSelectAllMarker ( BOOL  bEnable = TRUE)

Shows or hides "Select All" grid marker.

bEnableIf TRUE, the "Show All" marker will be shown. If FALSE, the marker will be hidden.

Use this method to show or hide the "Select All" grid marker (triangle located at the top-left corner). When this marker is enabled and user clicks it, all grid items will be selected.