Gridview row onclick call sub procedure in code behind

Here's my grid view definition:

<asp:GridView ID="LeaveRequests" runat="server" AutoGenerateColumns="False" DataKeyNames="request_id"
        DataSourceID="LeaveRequestDS" CssClass="grid" GridLines="None" EmptyDataText="No requests for current period">
        <Columns>
            <asp:BoundField DataField="start_date" HeaderText="Start" HtmlEncode="False" SortExpression="start_date" DataFormatString="{0:d}">
                <ItemStyle CssClass="item" />
                <HeaderStyle CssClass="header" />
            </asp:BoundField>
            <asp:BoundField DataField="start_part" SortExpression="start_part">
                <ItemStyle CssClass="item" />
                <HeaderStyle CssClass="header" />
            </asp:BoundField>
            <asp:BoundField DataField="end_date" HeaderText="End" HtmlEncode="False" SortExpression="end_date" DataFormatString="{0:d}">
                <ItemStyle CssClass="item" />
                <HeaderStyle CssClass="header" />
            </asp:BoundField>
            <asp:BoundField DataField="end_part" SortExpression="end_part">
                <ItemStyle CssClass="item" />
                <HeaderStyle CssClass="header" />
            </asp:BoundField>
            <asp:BoundField DataField="duration" HeaderText="Duration" HtmlEncode="False" SortExpression="duration" DataFormatString="{0:##0.#}">
                <ItemStyle CssClass="itemr" />
                <HeaderStyle CssClass="header" />
            </asp:BoundField>
            <asp:BoundField DataField="type_name" HeaderText="Type" SortExpression="type_name">
                <ItemStyle CssClass="item" />
                <HeaderStyle CssClass="header" />
            </asp:BoundField>
            <asp:BoundField DataField="status_name" HeaderText="Status" SortExpression="status_name">
                <HeaderStyle CssClass="header" />
                <ItemStyle CssClass="itemapproved" />
            </asp:BoundField>
            <asp:ButtonField CommandName="CANCEL" Text="Cancel">
                <HeaderStyle CssClass="header" />
                <ItemStyle CssClass="item" />
            </asp:ButtonField>
        </Columns>
        <SelectedRowStyle CssClass="selected" />
    </asp:GridView>

Note the asp:ButtonField

This is the corresponding event that is fired when you click the button in the grid (note I check the CommandName to make sure I am handling the correct command as multiple buttons in the grid will fire this one event so you have to check which button type was clicked):

Protected Sub LeaveRequests_RowCommand(ByVal sender As Object, ByVal e As System.Web.UI.WebControls.GridViewCommandEventArgs) Handles LeaveRequests.RowCommand


        If e.CommandName = CANCEL_COMMAND Then

            Dim requestId As Integer = CType(LeaveRequests.DataKeys(CType(e.CommandArgument, Integer)).Value, Integer)
            p.RequestCancellation(requestId, _
                                  "")
            LoadCurrentLeaveEntitlement()

        End If

    End Sub