Thank you very much Bob...
Thanks to your tip I found what I needed (openening a webpage when an icon
is clicked in the datagrid - the url is too long to display).
Here's my code (snippet):

private void FilmGrid_MouseUp(object sender,
System.Windows.Forms.MouseEventArgs e)
{
 DataGrid.HitTestInfo hti;
 hti = FilmGrid.HitTest(e.X, e.Y);
 // column 0 contains an url, but is not visible (width=0)
 // column 1 contains an internet explorer like icon
 if (hti.Column == 1 && hti.Type == DataGrid.HitTestType.Cell)
 {
   // get url
   string url = FilmGrid[hti.Row, 0].ToString();
   // # must be removed (coming from xml file)
   url = url.Substring(1, url.Length - 2);
   // start default browser
   System.Diagnostics.Process.Start(url);
 }
}

Regards,
Frederik