把以下代码放在有WebBrowser控件的窗口最后一个End前面：

      initialization
         oleinitialize(nil);
         finalization
         oleuninitialize;
转载于：http://blog.sina.com.cn/s/blog_62dcdf1a0100qu7d.html 
     4、webbrowser控件显示网页遇到页面内有关闭窗口脚本问题    
     问题讨论网址： http://bbs.csdn.net/topics/390229795

     解决办法网址：http://www.cnblogs.com/dlwang2002/archive/2007/04/14/713499.html
代码：

//webbrowser控件显示网页遇到页面内有关闭窗口脚本问题。运行完后执行Window Close的提示

var

  vDefInetExplorerServerProc: Pointer;

function InetExplorerServerWndProc(

  hwnd: HWND; Msg: UINT; wParam: WPARAM; lParam: LPARAM): LRESULT; stdcall;

begin

  Result := CallWindowProc(vDefInetExplorerServerProc,

    hwnd, Msg, wParam, lParam);

  case Msg of

    WM_DESTROY:

    begin

      SetWindowLong(hwnd, GWL_WNDPROC, Integer(vDefInetExplorerServerProc));

      ShowMessage('Window Close');  //执行语句

    end;

  end;

end;

procedure TForm1.WebBrowser1DocumentComplete(Sender: TObject;

  const pDisp: IDispatch; var URL: OleVariant);

var

  vShellDocObjViewHandle: THandle;

  vInetExplorerServerHandle: THandle;

begin

  vShellDocObjViewHandle := GetWindow(TWebBrowser(Sender).Handle, GW_CHILD);

  vInetExplorerServerHandle := GetWindow(vShellDocObjViewHandle, GW_CHILD);

  if Integer(@InetExplorerServerWndProc) <>

    GetWindowLong(vInetExplorerServerHandle, GWL_WNDPROC) then

  begin

    Integer(vDefInetExplorerServerProc) :=

      GetWindowLong(vInetExplorerServerHandle, GWL_WNDPROC);

    SetWindowLong(vInetExplorerServerHandle, GWL_WNDPROC,

      Integer(@InetExplorerServerWndProc));

  end;

end;

//分割线
 

下面为从网页转载的web控件bug和解决办法参考