As you loop through your data you can manually add a link to the row something like this:
For i As Integer = 0 To 10
Dim row As New HtmlTableRow
row.Cells.Add(New HtmlTableCell)
Dim Link As New HyperLink
Link.Text = "WhateverText"
Link.NavigateUrl = "page.aspx"
Link.ImageUrl = "~/Theme/Images/SomeImage.gif"
Link.ToolTip = "ToolTipText"
row.Cells(0).Controls.Add(Link)
Next
That of course adds the link as the first cell in an html table. Not sure how you plan to display your data.
In response to the comment below. You can instead insert the new cell something like this
For i As Integer = 0 To 10
Dim row As New HtmlTableRow
Dim cell As New HtmlTableCell
row.Cells.Insert(1, cell)
Dim Link As New HyperLink
Link.Text = "WhateverText"
Link.NavigateUrl = "page.aspx"
Link.ImageUrl = "~/Theme/Images/SomeImage.gif"
Link.ToolTip = "ToolTipText"
row.Cells(0).Controls.Add(Link)
Next
You could also simply add the control to the existing cell that the label is in instead of making a new cell. You can do that by the index value of your existing cell (starting at 0 for each cell that is in the row)