Solution:
<asp:TemplateField HeaderText="Fake group">
<ItemTemplate>
<asp:RadioButton ID="MyRadioButton1" runat="server"
GroupName="FakeGroup" AutoPostBack="True"
OnCheckedChanged="MyRadioButton1_CheckedChanged" />
</ItemTemplate>
</asp:TemplateField>
Protected Sub MyRadioButton1_CheckedChanged_
(ByVal sender As Object, ByVal e As System.EventArgs)
deselect_RB_in_gridview()
'deselect radiobutton1
'RadioButton1.Checked = False
'check the radiobutton which is checked
Dim SenderRB As RadioButton = sender
SenderRB.Checked = True
'--------------------------------------
'Reflect the event
'---------------------------------------
'fire_visible_window()
End Sub
Sub deselect_RB_in_gridview()
Dim gvr As GridViewRow
Dim i As Int32
'deselect all radiobutton in gridview
For Each gvr In GridView1.Rows
Dim rb As RadioButton
rb = CType(GridView1.Rows(i).FindControl("MyRadioButton1"), RadioButton)
rb.Checked = False
i += 1
Next
End Sub
Reference: http://www.codeproject.com/Articles/113506/Grouped-Radio-Buttons-in-Gridview