Although I don't quite see the need to create  and load the details.ascx as an intermediary object, I guess this is one way to dynamically alter the display of a data item based on a template.  I also assume that your details.ascx user control exposes a DataSource property and Databind method. If so, you might want to try the following:

1. Handle the ItemCreated event of the DataList during which you would use LoadControl to load details.ascx and attach it to the "ItemTemplatePlaceholder" - like you are now doing in the ItemDataBound event

2. Handle the ItemDataBound event of the DataList during which you would do the actual databinding. Note that the data item that will be bound to the DataList's ItemTemplate is available during this event as the object e.Item.DataItem. You can then cast this object to whatever class represents the data of each item - for example, to a custom business object. So you might do something like this (may not be exactly correct as C# is not my primary language):

if (e.Item.ItemType == ListItemType.Item) {
       Details dtl = (Details) e.Item.FindControl("MyDetailsControlID");
       dtl.DataSource = (MyItemDataType) e.Item.DataItem;
       dtl.Databind();
}

An even simpler approach (and the on that many core modules using a content template employ) would be to handle the ItemDataBound event to fetch a html coded content string containing tags such as [Name], [Address], etc. for each field of data, replace the tags with the corresponding data (obtained from e.Item.DataItem), and inject the processed string into a label or placeholder in the ItemTemplate.