opening text files in server in internet explorer

Question

We have a  webgrid (Infragistic - ultrawebgrid) on a Asp form (.net 2005),
and there is a column which will be populated with file names. On clicking on
a cell in the column, we need to open that file  in internet explorer in a new window.

The files are located at D drive on the server. So basically we need to
append the absolute path to that column value(which I am able to do) and then
open that file in internet explorer in a new window(which I am not able to
do).
Can anybody help me on this please.
Thanks,
Sohan