How can I bind an array to a gridview with hyperlinks?

[jm]

Hi, I have this and it works (I get output in my gridview):

string[] filePaths = Directory.GetFiles(@"C:\mydirectory\", "*.pdf",
SearchOption.AllDirectories);
GridView1.DataSource = filePaths;
GridView1.DataBind();

but I don't know how to turn these into links in my gridview. I tried
a TemplateField and RowDataBound but have no idea what to put there.
If it were a database I would just use the NavigateUrl='<%#
Eval("mycolumn") %>' in the GridView, but I don't have that here.

Thanks.