If you want to add the weight of a web server to your own web browser, go right ahead! If you want to use the very control you said you didn't want to use, go right ahead. BTW, you don't ever SEE the WebBroswer control used in an ASP.NET site. For an example on using it, see this
Just don't be surprised if everyone else gives you funny looks when you tell them you're trying to write a browser in ASP.NET.
If you want to write a browser, look at this
]. You WON'T be writing it in ASP.NET.