Access denied in WebBrowser control

[Marraco]

I had the "smart" idea of replacing a RichTextBox control with a Webbrowser control, (never worked with html), so I created this class:

Imports System.IO
Imports System.Web

Friend Class MyBrowser
    Inherits WebBrowser

    Friend Shadows WriteOnly Property Texto() As String
        Set(ByVal value As String)
            DocumentText = value.Replace(vbCrLf, "<br/>")
        End Set
    End Property
    Public Property MyFont() As Font
        Get
            Return MyBase.Font
        End Get
        Set(ByVal value As Font)
            MyBase.Font = value
        End Set
    End Property

End Class

I enter the text on the webBrowser setting the Texto property, where I replaces all vbcrlf with "<br/>".

I wanted to replace a filename in the text, with a link to the filename this way:

"<A HREF=""javascript:window.open('file:///" & FileName & "'); void(0)"">" & FileName & "</A>"

(I pass that text to the webbrowser)

The problem is, At clicking in the link, it gives an error message box telling "Access denied".

I have found a workaround in this page
It advices:

Open up distributed COM configuration properties and
choose the default security tab. Under Default Access Permissions you
add 'Everyone' with Allow Access.

But it looks like a bad hack. Is there a better way to do it?