One solution is to use one GridTemplateColumn with Image in ItemTemplate instead of HyperLinkColumn. Then from code behind attach 'onclick' client event to the Image. Check out the following code snippet.
ASPX:
<telerik:GridTemplateColumn>
<ItemTemplate>
<asp:ImageID="Image1"runat="server"/>
</ItemTemplate>
</telerik:GridTemplateColumn>
VB.Net:
ProtectedSubRadGrid1_ItemCreated(sender AsObject, e AsGridItemEventArgs)
Another suggestion is directly attaching 'onclick' event to the Image by passing 'OrderNumber'(i think it is one of DataField in your DB) to the event handler.