"Checking a checkbox has nothing to do with selecting the row", so you have to ensure that when you check a box, you select the line aswell, but you have to do it yourself. Thus, you could reach the limit of checked box and line selected.
then we can also read :
"null - CGridView::selectableRows is used to control how many checkboxes can be checked. Checking a checkbox will also select the row."
Thus, I understand that what you’re looking for needs to be tricked a bit =)
For example, you can use HtmlOption to add class="selected" to your row when you check the box.