You might want to add the below code when the row is binded:
protected void yourGrid_RowDataBound(object sender, GridViewRowEventArgs e)
{
HyperLink hlControl = new HyperLink();
hlControl.Text = e.Row.Cells[2].Text;
hlControl.NavigateUrl = "http://www.google.com";
e.Row.Cells[2].Controls.Add(hlControl);
}