How do you open the browser? Do you just call Process.Start("url")? I
would personally include the mshtml COM object and use interop to use
the InternetExplorer COM object. This starts a stand-alone browser for
you, of which you have complete control. You can subscribe to all kinds
of events such as the NavigateError event.
The only thing against it is that it may require a bit more effort than
using a standard .NET class. Have a look at
http://msdn.microsoft.com/workshop/browser/webbrowser/reference/objects/internet
explorer.asp
for more info.

Jeroen-bart Engelen