Retrieve date into fields

What I would like is to be able to create a caption link to retrieve data from a second table but with some extension: i would like to add more fields from the same select into other fields. What I do now is create a caption link and in the onblur i do a second select on the same table with the key just retrieved to fill other fields in my form. That’s working, but not a very nice way of doing. I used to use an onchange but that doesn’t always fire.

Is there an easy way to access the record which was linked?