Here is the code I use to open a new window with Webbrowser.

Code:
Private Sub webbrowser1_NewWindow2(ppDisp As Object, Cancel As Boolean)
Dim F As New form1
Set ppDisp = F.webbrowser1.object
    Cancel = False
    DoEvents
    F.Show
End Sub
And take a look at the code Megatron posted. He only explained how to create submenus.
http://forums.vb-world.net/showthrea...threadid=19851
Hopefully he will reply with more code to help you.
Probably have to subclass.