I have a process that starts starts a windows form .dll on a new
thread.  The class gets instantiated, and then the StartNavigation()
method is called.  The StartNavigation method runs the
AxSHDocVw.AxWebBrowser Navigate method.  As soon as the navigate method
finishes running, the window closes and kills the thread.  Now what's
weird is if I put up a MessageBox after I call the Navigate method, and
don't close the MessageBox, the application continues to run and does
not shut down the window.  Does anybody have any insight into what is
going on?