jQuery Grid Plugin - jqGrid

Has anyone put links into the headings?  I am trying to put help links in the header "(?)" that will popup a little info about the particular column.  I've tried just putting links in there, but the sort click is all that is getting picked up.  I also tried putting in a DIV  for the user to click on.  It almost works, but returns an error after the function call.  Here's what I had:

Code: 

colNames: ['ID', 'URL (<div style=\\"z-index:99999; display:inline;\\" onclick=\\"return test()\\">?<\\/div>)', 'Last Updated', 'Frequency', 'Priority'], .....

The function will execute, but an error is thrown immediately after.

Function:

 function test() { alert('test'); return false; }

Error:

Message: Exception thrown and not caught
Line: 53
Char: 2424
Code: 0
URI: http://localhost:3375/Scripts/jquery-1.3.2.min.js

Any ideas how to accomplish this?