Can't click link added to header of a block
If I understand the question correctly, this can easily be done using Views alone with a nice tabbed menu:


Create your view page as normal, with the default information provided, except for the url - set that to whatever you want, in my example /tabs
change the Display name under Page details to: Base (just to make things easier to read later on)

Add a Page
Change the Display name to the format type of the default page, presumably 'List View'
set up the format, show, fields, filter, sort, etc. how you want the list view to be displayed - be sure to change the 'For' drop down from All displays to 'This page (override)' - or the changes you make will be set for all the pages, but you want different settings for each page
set Path: tabs/list
set Menu: Default menu tab, Title: View as List, Parent: already exists

Add a Page
Change the Display name to the format type of the second page, presumably 'Thumbnail View'
set up the format, show, fields, filter, sort, etc. how you want the thumbnail view to be displayed - be sure to change the 'For' drop down from All displays to 'This page (override)' - or the changes you make will be set for all the pages, but you want different settings for each page
set Path: tabs/thumbnail
set Menu: menu tab, Title: View as Thumbnails, Menu: Navigation

This should create a tabbed menu at the top of your view for easy navigation by users: