>There is a way to know when a user click in a button in an html file opened in web browser control (ActiveX).
>The control was added in a form and I'm using Navigate method to open the html file...

Click should be doing something like calling a script, submitting etc.
A simple one is to submit the form - it'd cause a navigation and you could intercept in BeforeNavigate event.
PS: You might request a PUTM to search for sample codes here on UT (keyword shell.explorer).
Cetin