Reformat Column To Hyperlink from JSON Web Service

I have a simple data table populated via a JSON feed. One of the columns has a partial path

"\wells\Arizona\EastCarrizo\E145O.pdf"

What I need to do is rather than just dump it into the table as I am here (which works fine)

$('#example').dataTable({
"bProcessing": true,
"sAjaxSource": '/api/UraniumLogs?district=none',
"sAjaxDataProp": "",
"aoColumns": [
{ "mDataProp": "HOLE_NUM" },
{ "mDataProp": "STATE" },
{ "mDataProp": "DISTRICT" },
{ "mDataProp": "CLAIM" },
{ "mDataProp": "COLLAR_ELEVATION" },
{ "mDataProp": "DEPTH" },
{ "mDataProp": "FILENAME" },



]
});

but actually wrap and append some hyperlink goodness to the FILENAME column and then inject it into the table. Something like

"http://hostname/" + FILENAME;

I have read a bunch of stuff about later versions of DataTables recognizing HTML hyperlinks and using fnRenderer (which is apparently deprecated) but am stuck.

Thanks in advance.