Fill a DataViewGrid column with HTML links

Hi,
I have a table and when I query against that table with this query:
SELECT CAST('http://www.mylink.com/directlink.asp?name=' + [SKU] AS XML) 
FROM orderLines

I can click on the links in SSMS, however when I use the same query in C# to populate a DataGridView it is just plain text:
new SqlDataAdapter("SELECT [ID], [orderNo] ,[source] ,[itemName], CAST(\'http://www.mylink.com/shops/directlink.asp?name=\' + [SKU] AS XML) as ...

Can some one help me with getting a direct HTML link in the DataGridView as well?

Thanks in advance!

Best regards,
Tomas