[NumLock]

даже в справке написано:

This example shows how to detect when a document is completely loaded, even if it includes multiple frames. Only the final OnDocumentComplete event passes the same Dispatch interface as the OnNavigateComplete event handler.

var

CurDispatch: IDispatch; {save the interface globally }

procedure TForm1.WebBrowser1NavigateComplete2(Sender: TObject; const pDisp: IDispatch; var URL: OleVariant);

begin
if CurDispatch = nil then
CurDispatch := pDisp; { save for comparison }
end;
procedure TForm1.WebBrowser1DocumentComplete(Sender: TObject; const pDisp: IDispatch; var URL: OleVariant);
begin
if (pDisp = CurDispatch) then
begin
Beep; {the document is loaded, not just a frame }
CurDispatch := nil; {clear the global variable }
end;
end;

на худой конец:

Код:

  WebBrowser1.OnDocumentComplete:=WebBrowser1DocumentComplete;
  WebBrowser1.Navigate('http://www.sony-ericsson.ru/forums2/index.php');

procedure TForm1.WebBrowser1DocumentComplete(Sender: TObject;
  const pDisp: IDispatch; var URL: OleVariant);
begin
  if WebBrowser1.ReadyState=READYSTATE_COMPLETE then Caption:='Ok';
end;