Drill down functionality in PPM is accomplished using at least two or more portlets, not just one. There is a different datasource and portlet definition for each portlet.
When creating the Datasource behind the main portlet, you need to decide which field will activate the drill-down functionality. Then, two fields will be created. One which specifies the actual datatype for the column and the other using a hyperlink datatype. There is about four or five fields which need to be completed when specifying a hyperlink datatype on a field. You can read about these in the configuration guide.
The second piece of enabling drill-down functionality is contained within the Portlet Definition. I would recommend becoming very familiar with the Creating Porlets and Modules configuration guide.