I had a similar experience and found this 13 minute video showed how to use the
hyperlink control. The hyperlink part starts around 10 minutes.
The vid is a bit old now but I think it is still good information :-)
http://www.asp.net/web-forms/videos/how-do-i/how-do-i-create-data-driven-web-sites
Although he doesn't specifically load an image I think you should get the idea of how to configure you datagrid queries and details view.
I used a file upload control to store the file path of the image and the hyperlink opens the file. In my case a PDF but I guess it should work for an image ??
Hope it helps