Here's how to save a web page as a single file (mht format) using Delphi code:

uses CDO_TLB, ADODB_TLB;

...

procedure WB_SaveAs_MHT(WB: TWebBrowser; FileName: TFileName);

var

  Msg: IMessage;

  Conf: IConfiguration;

  Stream: _Stream;

  URL : widestring;

begin

  if not Assigned(WB.Document) then Exit;

  URL := WB.LocationURL;



  Msg := CoMessage.Create;

  Conf := CoConfiguration.Create;

  try

    Msg.Configuration := Conf;

    Msg.CreateMHTMLBody(URL, cdoSuppressAll, '', '');

    Stream := Msg.GetStream;

    Stream.SaveToFile(FileName, adSaveCreateOverWrite);

  finally

    Msg := nil;

    Conf := nil;

    Stream := nil;

  end;

end; (* WB_SaveAs_MHT *)

Sample usage:

  //first navigate

  WebBrowser1.Navigate('http://delphi.about.com');

  

  //then save

  WB_SaveAs_MHT(WebBrowser1,'c:\WebBrowser1.mht');

Note 1: The _Stream class is defined in ADODB_TLB unit that you probably already have created. The IMessage and IConfiguration interfaces code from cdosys.dll library. CDO stands for Collaboration Data Objects - object libraries designed to enable SMTP Messaging.
The CDO_TLB is an auto generated unit by Delphi. To create it, from the main menu select "Import Type Library", select "C:\WINDOWS\system32\cdosys.dll" then click the "Create unit" button.