Unfortunately the post of your code got so scrambled that I couldn't tell what you were doing with respect to setting up the databinding attributes for that column of the datagrid. Generally the result that you are seeing (System.Web.UI.WebControls.Hyperlink) is due to not properly specifying the DataField property of a Bound Column or the DataNavigateURLField of a Hyperlink Column so that it maps to the correct DataColumn name of your DataTable.

If that suggestion doesn't help you find the problem, please try posting your code again. I've had the best results when posting code to switch into the "Source" view of the forum post editor and paste the code between < pre> and < /pre> tags. (Note: Remove the extra space following opening left angle symbol which I added to allow posting here).

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Bill, WESNet Designs
Team Lead - DotNetNuke Gallery Module Project (Not Actively Being Developed)
Extensions Forge Projects . . .
Current: UserExport, ContentDeJour, ePrayer, DNN NewsTicker, By Invitation
Coming Soon: FRBO-For Rent By Owner

I've updated the attached code and included the output.  I've tried sending a HyperLink object to the column as well as a HyperLinkField object.  The only difference is that instead of the "System.Web.UI.WebControls.HyperLink" output from the HyperLink object, the output reads "HyperLinkField". 

1                        DataSet ds;
2   
3                        ds = new DataSet();
4                        ds.Tables.Add();
5   
6                        ds.Tables[0].Columns.Add("Vendor");
7                        ds.Tables[0].Columns.Add("Condition");
8                        ds.Tables[0].Columns.Add("Sales Price");
9                        ds.Tables[0].Columns.Add("Your Savings");
10                       ds.Tables[0].Columns.Add("Purchase Links");
11                       
12                       DataRow dr;
13                       
14                       //Add eBay Store Data
15                       FindItemsAdvancedResponseType ebayResponse = grabEbayData(ShoppingType.Store);
16                                          
17                       if (ebayResponse.SearchResult != null)
18                       {
19                           //fill in a datarow with the ebay info
20                           dr = ds.Tables[0].NewRow();
21  
22                           dr["Vendor"] = "eBay (Store Items Only) as of: " + ebayResponse.Timestamp.ToString("g");
23                           dr["Condition"] = "New";
24  
25                           if (ebayResponse.SearchResult[0].ItemArray[0].ConvertedCurrentPrice.Value > 0)
26                           {
27                               salesPrice = ebayResponse.SearchResult[0].ItemArray[0].ConvertedCurrentPrice.Value.ToString();
28                           }
29                           else if (ebayResponse.SearchResult[0].ItemArray[0].BuyItNowPrice != null)
30                           {
31                               salesPrice = ebayResponse.SearchResult[0].ItemArray[0].BuyItNowPrice.ToString();
32                           }
33                           else
34                           {
35                               salesPrice = "Unavailable";
36                           }
37                           dr["Sales Price"] = salesPrice;
38  
39                           if (productInfo.CoverPrice >= 0)
40                           {
41                               savingsString = "Unknown - No Sales Price Given";
42  
43                               if (salesPrice != "Unavailable")
44                               {
45                                   savingsDollars = decimal.Parse(productInfo.CoverPrice.ToString()) - decimal.Parse(salesPrice);
46                                   savingsDollars = Math.Round(savingsDollars, 2);
47                                   savingsPercent = (savingsDollars / productInfo.CoverPrice) * 100;
48                                   savingsPercent = Math.Round(savingsPercent, 0);
49                                   savingsString = "$" + savingsDollars + " (" + savingsPercent + "%)";
50                               }
51  
52                           }
53                           else
54                           {
55                               savingsString = "Unknown - No List Price Given";
56                           }
57                           
58                           dr["Your Savings"] = savingsString;
59  
60                           HyperLink EbayBuyLink = new HyperLink();
61  
62                           EbayBuyLink.Text = "Buy Now";
63                           EbayBuyLink.Target = "_blank";
64                           EbayBuyLink.NavigateUrl = ebayResponse.SearchResult[0].ItemArray[0].ViewItemURLForNaturalSearch;
65  
66                           dr["Purchase Links"] = EbayBuyLink;
67  
68                           ds.Tables[0].Rows.Add(dr);
69                       }
70  
71                       if (ds.Tables[0].Rows.Count == 0)
72                       {
73                           dr = ds.Tables[0].NewRow();
74                           dr["Vendor"] = "There are currently no vendors that offer price comparisons offering this item. Please use the Purchase links above to purchase this item.";
75                           ds.Tables[0].Rows.Add(dr);
76                       }
77  
78                       DataGrid dg = new DataGrid();
79                       dg.DataSource = ds;
80                       dg.DataBind();
81                       dg.BorderWidth = 1;
82                       dg.BorderColor = System.Drawing.Color.Black;
83                       dg.BorderStyle = BorderStyle.Solid;
84                       dg.Caption = "Compare Prices at Major E-tailers";
85                       dg.AlternatingItemStyle.BackColor = System.Drawing.Color.Bisque;
86                       dg.AlternatingItemStyle.ForeColor = System.Drawing.Color.Black;
87                       dg.ItemStyle.HorizontalAlign = HorizontalAlign.Center;
88                       dg.ItemStyle.VerticalAlign = VerticalAlign.Middle;
89  
90                       return dg;

Output: 

Compare Prices at Major E-tailers Vendor	Condition	Sales Price	Your Savings	Purchase Links
Amazon.com as of: 9/3/2008 3:04 PM	New	$34.99	$15.00 (30%)	System.Web.UI.WebControls.HyperLink
Amazon Store as of: 9/3/2008 3:04 PM	New	$26.34	$23.65 (47%)	System.Web.UI.WebControls.HyperLink
Amazon Store as of: 9/3/2008 3:04 PM	Used	$23.95	$26.04 (52%)	System.Web.UI.WebControls.HyperLink
eBay (Store Items Only) as of: 9/3/2008 7:06 PM	New	13.95	$36.04 (72%)	System.Web.UI.WebControls.HyperLink
eBay (Auction Items Only) as of: 9/3/2008 7:06 PM	New/Used	0.99	$49.00 (98%)	System.Web.UI.WebControls.HyperLink