Adding Link Column to ASP.NET GridView

I want to output a list of news headlines that are clickable. So far I can get it to print out a list of headlines because I dragged and dropped the NewsHeadline table in designer view in VS 2010. How do you think I should the make the list elements clickable? I looked for a URL attribute but I did not see it. Do I need to wrap in a < a href ?

 <asp:GridView ID="GridView1" runat="server" AutoGenerateColumns="False" 
        DataSourceID="SqlDataSource1" 
        EmptyDataText="There are no data records to display.">
        <Columns>
            <asp:BoundField DataField="NewsHeadline" HeaderText="NewsHeadline" 
                SortExpression="NewsHeadline" />
        </Columns>
    </asp:GridView>

  <asp:SqlDataSource ID="SqlDataSource1" runat="server" 
        ConnectionString="<%$ ConnectionStrings:ConnectionString1 %>" 
        ProviderName="<%$ ConnectionStrings:ConnectionString1.ProviderName %>" 
        SelectCommand="SELECT [NewsHeadline] FROM [NewsTable]"></asp:SqlDataSource>
   </form>