Datagridview

You can do it in rowdatabound event

protected void MyGrid_RowDataBound(object sender, GridViewRowEventArgs e)
{
    if(e.Row.RowType == DataControlRowType.DataRow)
    {   
      e.Row.Cells[1].Text = 
"<a href='test.aspx?ID=" + e.Row.Cells[0].Text + ">" + e.Row.Cells[1].Text + "<\a>";
    }
}

And i think you should clarify what kind of application you are developping? Win form?? asp.net??

You can do it in rowdatabound event

protected void MyGrid_RowDataBound(object sender, GridViewRowEventArgs e)
{
 if(e.Row.RowType == DataControlRowType.DataRow)
 {
   e.Row.Cells[1].Text =
  "<a href='test.aspx?ID=" + e.Row.Cells[0].Text + ">" + e.Row.Cells[1].Text + "<\a>";
  }
}

And i think you should clarify what kind of application you are developing? WinForm? asp.net?

Is this ASP.NET or a windows application ?