Here is an eg:

Here s an example to use hyperlink in gridview.Have alook

<asp:GridView ID="urlGrid" runat="server" AutoGenerateColumns="False">
   <Columns>
      <asp:TemplateField>
         <ItemTemplate>
            <asp:HyperLink ID="HyperLink1" runat="server" NavigateUrl='<%# DataBinder.Eval(Container.DataItem,"SiteId","RedirectToUrl.aspx?SiteId={0}" ) %>'
            Text="Go!"></asp:HyperLink>
         </ItemTemplate>
      </asp:TemplateField>
      <asp:BoundField DataField="SiteName" HeaderText="Site Name" />
   </Columns>
</asp:GridView>