In order to display the page created by com_php (PHP Component) you have to pass the parameters option=com_php&Itemid=85 in the url.

You can see this with: http://www.ambientmediasystems.com/healthcare/index.php?option=com_php&Itemid=85

The data grid does not pass this, so it returns to the main page. You will have to modify the datagrid to pass those values.

Can you post the code you're using to include the datagrids please?