I figured this out. Inside the FAQs.ascx.vb I created a new sub:

       Public Sub ShowFAQOnLoad(ByVal FAQID As integer)

            Try

                Dim controller As New FAQsController
                Dim lblAnswer As Label = Nothing
                Dim dli As DataListItem
                Dim nKey as Integer
                For Each dli In lstFAQs.Items
                    nKey = CInt(lstFAQs.DataKeys(dli.ItemIndex))
                   
                    If nKey = FAQID Then
                        lblAnswer = CType(dli.FindControl("A2"), Label)
                        Exit For
                    End If
                Next
                If lblAnswer Is Nothing Then
                    'Throw New Exception("Unable to find FAQ that matches the supplied ID")
                Else
                    Dim FaqItem As FAQsInfo = controller.GetFAQ(FAQID, ModuleId)
   
                    If (lblAnswer.Text = "") Then
                        IncrementViewCount(FaqItem.ItemId)
                        lblAnswer.Text = HtmlDecode(controller.ProcessTokens(FaqItem, Me.AnswerTemplate))
                    Else
                        lblAnswer.Text = ""
                    End If
                End If
            Catch exc As Exception 'Module failed to load
                ProcessModuleLoadException(Me, exc)
            End Try
        End Sub

And then I modified the Page Load and added the following below the BindData():

                    If Request("FAQID") <> "" Then
                        ShowFAQOnLoad(CInt(Request("FAQID")))
                    End If