How to call a AJAX javascript funtion when clicking a link on a CGI generated HTML page?

My CGI application generates HTML code with links to some (precomputed) data on the server. The data is not used for anything unless the user clicks the link. Now I want to optimize the application using AJAX to generate the data on the fly only when the user clicks the link.

The following code would work in a normal HTML page:
<a href="#" onclick="AjaxFunction();return false;">link</a>

But it doesn't work in my case, I guess because the HTML page with the links was generated by the CGI. The browser looks for litterally "#" at the root of my website (www.example.com/#)