Die gibt es schon. Ich hab's so gemacht:
Delphi-Quellcode:
procedure TForm1.WebBrowser1NewWindow2(Sender: TObject;
var ppDisp: IDispatch; var Cancel: WordBool);
begin
with TForm1.Create(self) do
begin
ppDisp:=WebBrowser1.DefaultDispatch;
Visible:=true;
end;
end;