Use RowDataBound
event:
protected void GridView1_RowDataBound(object sender, GridViewRowEventArgs e)
{
HyperLink the_url = new HyperLink();
the_url.NavigateUrl = "http://www.stackoverflow.com";
the_url.Text = "Stack Overflow";
e.Row.Cells[0].Controls.Add(the_url);
}