You had attached wrong event. Try this:
protected void GridView_RowDataBound(object sender, GridViewRowEventArgs e)
{
if (e.Row.RowType == DataControlRowType.DataRow)
{
e.Row.Attributes["onclick"] =
ClientScript.GetPostBackClientHyperlink(this.myGridView, "Select$" + e.Row.RowIndex);
}
}
Each row will then behave like a link.