[NumLock]

-нарисовать кнопку в OnDrawColumnCell

Код:

procedure TForm1.DBGrid1DrawColumnCell(Sender: TObject; const Rect: TRect;
  DataCol: Integer; Column: TColumn; State: TGridDrawState);
var
  ARect: TRect;
begin
  if Column.FieldName='Name' then
  begin
    ARect:=Rect;
    DBGrid1.Canvas.Brush.Color:=clBtnFace;
    DBGrid1.Canvas.FillRect(Rect);
    DrawEdge(DBGrid1.Canvas.Handle, ARect, EDGE_RAISED, BF_RECT);
    InflateRect(ARect, -2, -2);
    DBGrid1.Canvas.TextRect(ARect, ARect.Left, ARect.Top, 'ÑÑûëêà');
  end else DBGrid1.DefaultDrawColumnCell(Rect, DataCol, Column, State);
end;

-создать обработчик OnCellClick:

Код:

procedure TForm1.DBGrid1CellClick(Column: TColumn);
begin
  if Column.Field.FieldName='Name' then
    ShellExecute(0, 'open', PChar(Table1.FieldByName('Name').AsString), nil, nil, SW_SHOWNORMAL);
end;