Hyperlink in Grid View

try this...:)

<asp:gridview id="GridView1" runat="server" autogeneratecolumns="False" width="241px" onrowdatabound="GridView1_RowDataBound" xmlns:asp="#unknown">
  <columns>
    <asp:templatefield>
      <itemtemplate>
      <asp:hyperlink id="HyperLink1" runat="server" onclientclick="return confirm('Do you really want?')>HyperLink</asp:hyperlink><br mode=" hold=" />                    </itemtemplate><br mode=" gender=" /><br mode=">
      </asp:hyperlink>
      </itemtemplate>
    </asp:templatefield>
  </columns>
</asp:gridview>

<a href='#' onclick="return confirm('Are you sure you want to delete?')" >[Delete]</a>

OR

<asp:TemplateField HeaderText="Description" HeaderStyle-HorizontalAlign="Center"
   ItemStyle-HorizontalAlign="Left" HeaderStyle-Width="50%" ItemStyle-Width="50%"><ItemTemplate><asp:Button ID="btnDelete" runat="server" Text="Delete" class="seaBtn"OnClick="btnDelete_Click"OnClientClick="return confirm('Are you sure you want to delete?');" /></ItemTemplate>
</asp:TemplateField>

<asp:linkbutton runat="server" id="Review" xmlns:asp="#unknown">
CommandName="Select" CommandArgument="Review" Text="Review" CssClass="selectbutton btn-custom"/>

Use command arguments.to handle operations inside grid