The above display can be accomplished without any code in ShowHtmlAtMousePosition mode - you simply set a couple properties and inject a querystring override into the datagrid template column.
In addition to easy hover windows, you can also manually handle the callback events on the client, which receives the raw result from the server. This process is simple, and requires very little code as well. You can also gain access to the underlying XmlHttp object directly to retrieve string or XML content directly in your callback event handler.
