Here is the code I was looking for. This is to help others. After you do the grid biding, you can use this code to open a popup window when the grid is clicked.
<form runat="server">
<asp

ataGrid id="dgCust" runat="server" PageSize="10" AllowSorting="False" AutoGenerateColumns="false" CellPadding="3" CellSpacing="0" ShowFooter="false" ShowHeader="true" PagerStyle-Mode="NextPrev" AllowPaging="true" OnPageIndexChanged="DataGrid_Page">
<HeaderStyle horizontalalign="center" backcolor="#E8EBFD" forecolor="#3D3DB6" font-name="Verdana, Arial, Helvetica, sans-serif" font-bold="true" font-size="smaller" />
<ItemStyle backcolor="#F2F2F2" font-name="Verdana, Arial, Helvetica, sans-serif" font-size="smaller" />
<AlternatingItemStyle backcolor="#E5E5E5" font-name="Verdana, Arial, Helvetica, sans-serif" font-size="smaller" />
<FooterStyle horizontalalign="center" backcolor="#E8EBFD" forecolor="#3D3DB6" font-name="Verdana, Arial, Helvetica, sans-serif" font-bold="true" font-size="smaller" />
<PagerStyle backcolor="white" font-name="Verdana, Arial, Helvetica, sans-serif" font-size="smaller" />
<Columns>
<asp:HyperLinkColumn DataNavigateUrlField="SeqNo" DataNavigateUrlFormatString="javascript:varwin=window.open('AgwayDetail_save.aspx?SeqNo={0}',null,'width=730,height=400,top=100,left=100,scrollbars=0');varwin.focus()" DataTextField="SeqNo" DataTextFormatString="Edit" Visible="True" HeaderText="Function" SortExpression="SeqNo" />
<asp:BoundColumn DataField="CustNo" HeaderText="Customer Nbr" ReadOnly="true" Visible="True" />
<asp:BoundColumn DataField="CustName1" HeaderText="Customer Name" ReadOnly="true" Visible="True" />
<asp:BoundColumn DataField="CustAddr1" HeaderText="Customer Address" ReadOnly="true" Visible="True" />
<asp:BoundColumn DataField="SeqNo" HeaderText="SeqNo" ReadOnly="true" Visible="True" />
</Columns>
</asp

ataGrid>
</form>
Notice this line:
DataNavigateUrlFormatString="javascript:varwin=window.open('AgwayDetail_save.aspx?SeqNo={0}',null,'width=730,height=400,top=100,left=100,scrollbars=0');varwin.focus()" DataTextField="SeqNo"
The SeqNo is my link, so I pass it thru the url line to a stored procedure on the detail end, and it opens a new window.