If you're using Windows, have a look at Jacob:
http://users.rcn.com/danadler/jacob/
With Jacob you can use OLE automation to do it, this code navigates to localhost:
ActiveXComponent comp = new ActiveXComponent "InternetExplorer.Application" );
comp.setProperty( "Visible", new Variant(true) );
comp.invoke( "Navigate", new Variant[]{ new Variant("http://localhost") } );
This means you can leave the one browser window open and navigate to different locations.