How to maintain checbox state with sqlDataSource?

I am using this code to maintain checkbox state while paging: http://aspalliance.com/774_Maintaining_State_of_CheckBoxes_While_Paging_in_a_GridView_Control.all
The problem is that I wanna use a sqldatasource to recieve data for my grid. Right now Im using BindData():
private void BindData()
{
SqlConnection myConnection = new SqlConnection(ConnectionString);
SqlDataAdapter ad = new SqlDataAdapter(QUERY_SELECT_ALL_CATEGORIES, myConnection);
DataSet ds = new DataSet();
ad.Fill(ds, "Person");
personsGridView.DataSource = ds;
personsGridView.DataBind();
}  if I change to this, it does not work:
private void ...