Webbrowser Control is just like that. It always prompts you for stuff. If you look in the Object Browser at the Webbrowser Control, you will see many things in it. Some of those things work...and some don't. It gives you an error when you try to do certain things. Even if you download IE 5.5, it still does it. I guess Microsoft can't work out every bug(s) . I guess your going to have to...

Live it, learn it, love it.
By the way, are you wanting to save everything on the Web page? Here is how you do it:

Code:
WebBrowser1.ExecWB OLECMDID_SAVEAS,OLECMDEXECOPT_PROMPTUSER
Notice: If you switch PROMPTUSER to DONTPROMPTUSER, it does not work. The user must choose where it is to be saved.