I assume you mean DataGridHyperlinkColumn
since there is no built in GridViewHyperLinkColumn
. That column type is designed only for uri based navigation, which you could use if you had a WPF navigation application and wanted it to jump to a different page, for example. Since you want a completely different behavior of opening a new window you'll need to do that from code, which means using a different mechanism. Using a template column you can add in a Hyperlink that can have either a Click event handler or a bound Command (if using MVVM). Here's an example using Click:
<DataGridTemplateColumn IsReadOnly="True">
<DataGridTemplateColumn.CellTemplate>
<DataTemplate>
<TextBlock>
<Hyperlink Click="Hyperlink_Click_1">
<TextBlock Text="{Binding Path=SomePropertyForThisColumn}"/>
</Hyperlink>
</TextBlock>
</DataTemplate>
</DataGridTemplateColumn.CellTemplate>
</DataGridTemplateColumn>