Creating Checkboxes that when click uncheck the other

[p45cal]

this whole discussion is about UserForm controls, rather than controls directly on a worksheet, right?

Worksheet I'm afraid.

snb's solution adapted to fit more closely to the OP's requirements (these are ActiveX option buttons):

Sub blah2()
margin = 1 'small adjustment to size and placement of optionbuttons to keep sheet grid visible.
With ActiveSheet
  Set rngChkBoxes = .Range("I5,I7,I9,I18")    'only the first cell of each pair
  'Delete ALL existing activex optionbuttons on the sheet:
  For Each obj In .OLEObjects
    If TypeName(obj.Object) = "OptionButton" Then obj.Delete
  Next obj
  'Add new ones:
  For Each cll In rngChkBoxes.Cells
    Set cll2 = cll.Offset(, 1)    'the second optionbutton location
    With .OLEObjects.Add("Forms.OptionButton.1", , , , , , , cll.Left + margin, cll.Top + margin, cll.Width - 2 * margin, cll.Height - 2 * margin).Object
      .Caption = "Yes"
      .GroupName = "row" & Format(cll.Row, "000")
      .Font.Size = 9
    End With
    With .OLEObjects.Add("Forms.OptionButton.1", , , , , , , cll2.Left + margin, cll2.Top + margin, cll2.Width - 2 * margin, cll2.Height - 2 * margin).Object
      .Caption = "No"
      .GroupName = "row" & Format(cll.Row, "000")
      .Font.Size = 9
    End With
  Next cll
End With
End Sub