ASP.NET

<asp:LinkButton runat="server" ID="lbRuleSet" CommandName="EditGrid" OnCommand="Grid_OnCommand" />

protected void Grid_OnCommand(Object sender, CommandEventArgs e)
       {
           LinkButton btn = (LinkButton)sender;
           GridViewRow row = (GridViewRow)btn.NamingContainer;
           if (e.CommandName.Equals("EditGrid"))
           {
               MyGridView.SelectedIndex = row.RowIndex;
               // now you have MyGridView.SelectedValue available and you can
               // display your details, as I believe you want to now the row the
               // user selected in stead of the clumnnumber it clicked
               MyGridView.SelectedIndex = -1; //to have no selectedrow again
           }

       }