$this->addColumn('action',
        array(
            'header'    => Mage::helper('catalog')->__('Action'),
            'width'     => '50px',
            'type'      => 'action',
            'getter'     => 'getId',
            'actions'   => array(
                array(
                    'caption' => Mage::helper('catalog')->__('Edit'),
                    'url'     => array(
                        'base'=>'*/*/edit',
                        'params'=>array('store'=>$this->getRequest()->getParam('store'))
                    ),
                    'field'   => 'id'
                )
            ),
            'filter'    => false,
            'sortable'  => false,
            'index'     => 'stores',
    ));

'actions'   => array(
                array(
                    'caption' => Mage::helper('catalog')->__('Edit'),
                    'url'     => array(
                        'base'=>'*/*/edit',
                        'params'=>array('store'=>$this->getRequest()->getParam('store'))
                    ),
                    'field'   => 'id', // dont forget the comma here
                    'target'   => '_blank'
                )
            ),