Can you post the code of your control? The basics are you need to set the HtmlEncode property to false. This is due to a difference in how labels and textboxes handle encoding, something meant to protect you from malicious scripts someone may have entered in these fields.
If you have it set to auto-generate fields (default), you'll need to change to BoundFields or TemplateFields instead and set the offending field's HtmlEncode Property to false.
You can see a code sample of the individual fields in MSDN, here's a simplified example:
<asp:DetailsView runat="server" AutoGenerateRows="False">
<Fields>
<asp:BoundField DataField="ProductName" HeaderText="Product" />
<asp:BoundField DataField="CategoryName" HeaderText="Category" />
<asp:BoundField DataField="HTMLField" HeaderText="HTML" HtmlEncode="false" />
</Fields>
</asp:DetailsView>