You can configure drillthroughs at a data source level so that you don't have to set up them individually for every report. You can use rules to define which drillthroughs are applied to which fields. For example, you can do the following:
How do I customize drillthroughs for the data source?
Navigate to the data source you want to define the rule against on the Home page. Click on Configuration, then click on Drillthroughs:
How do I define a drillthrough?
Click on Add Drillthrough on the Drillthroughs page. Clicking on this button will pop up a window which enables you to define the drillthrough. You'll need to specify certain criteria to determine which drillthroughs are associated to which fields.
if (field matches this criteria) (perform this action on the field) (details of the action)
Available criteria are:
How do I configure the drillthrough itself?
For more information on actually configuring drillthroughs, please see Linking Reports.