HTML Link does not open browser

I am having trouble launching an HTML link I coded in an HTML anchor tag.  Oftentimes when the user clicks the link at runtime it launches the browser using the http://<url> address.  Sometimes the browser does not launch.  Here is the HTML from my Delphi app:

'<A HREF="' + QryProviders.FieldByName('web_addr').AsString + '">Website</A>'

Also I would like to know if I can control the Shell Execute process from my app when the link is pressed.  When the browser does finally open it is full screen, obscuring my application.  I'd like more control.  It would also be nice to control the z order.


What component are you using?

I am using a TAdvSmoothMessageDlg to display the link.