Yes, that worked...

Sorry but anyway I'm stuck now - how do I determine status (true/false) of this checkbox? I'm really capable of reading, I have MSDN installed...I just cannot find it.

I also think this should work...but it simply doesn't!

My current code is:

private: System::Void clc(System::Object^  sender, System::Windows::Forms::DataGridViewCellEventArgs^  e) {
                   if(e->ColumnIndex == 0) {
                         DataGridViewCell^ cell = this->dataGridView1->Rows[e->RowIndex]->Cells[e->ColumnIndex];

                         DataGridViewCheckBoxCell^ checkCell = (DataGridViewCheckBoxCell^)cell;
                         bool checked = false;

                         if((checkCell != nullptr)&&(checkCell->Value != nullptr)) {
                               checked = (bool)checkCell->Value;
                         }
                         if(checked) {
                               MessageBox::Show("yeah!");
                         }
                   }
             }

The behaviour is very strange for me. Sometimes it always shows messagebox, sometimes never. I guess that it is bad event that I put this code on (CellContentClick) but msdn says:
,,If you want to respond immediately when users click a check box cell, you can handle the DataGridView.CellContentClick event, but this event occurs before the cell value is updated. If you need the new value at the time of the click, one option is to calculate what the expected value will be based on the current value''
I don't understand.

If it worked like You say (and as it's written in msdn) I could just negate this value and voila. But it doesn't...I'll take a look at CellValueChanged.

It was enough to take care about CurrentCellDirtyStateChanged while using CellValueChanged. Thanks.