Code:
Private Sub Command1_Click()
 WebBrowser1.Navigate "http://www.some-website.com"
End Sub

Private Sub WebBrowser1_BeforeNavigate2(ByVal pDisp As Object, URL As Variant, Flags As Variant, TargetFrameName As Variant, PostData As Variant, Headers As Variant, Cancel As Boolean)
 If InStr(URL, "http://www.some-website.com") > 0 Then
   If MsgBox("Do you want to see the page?", vbYesNo, "See Page?") = vbYes Then
     Cancel = False
   Else
     Cancel = True
   End If
 End If
End Sub