wx is probably the best way to do this. But, there is a registry key HKCR\htmlfile\shell\open\command that for me (using IE 7.0) like this:
"C:\Program Files\Internet Explorer\IEXPLORE.EXE" -nohome
This last part shows the default browser. So if in your prog you loaded this key and then ran that program in your program with the correct arguments, I guess it's possible.