GP 2010 includes 23 drill-through connections to GP screens that can be imbedded in reports. This is a further extension of GP data to other reporting tools that you can use in your organization.
The drill-through connections key on specific fields (e.g. Customer Number) that open specific GP screens (e.g. Customer Maintenance).
Also delivered with GP 2010 will be a Drilldown Builder that will allow you to create your own drilldown functionality. This will be licensed as part of SmartList Builder, which already includes Excel Report Builder.
I created this short video that demonstrates how to add a drill-through to an existing report.
This is another compelling reason to upgrade to Dynamics GP 2010.