Try using ShellExecute :

Code:
Declare Function ShellExecute Lib "shell32.dll" Alias "ShellExecuteA" _
                (ByVal hwnd As Long, ByVal lpszOp As String, _
                 ByVal lpszFile As String, ByVal lpszParams As String, _
                 ByVal LpszDir As String, ByVal FsShowCmd As Long) _
                 As Long
Public Const SW_SHOWNORMAL = 1

Private Sub Command1_Click()
    Dim l As Long
    l = ShellExecute(Me.hwnd, "Open", App.Path & "\index.html", "", "C:\", SW_SHOWNORMAL)
End Sub