please help me for driving web browser in vb6.0

hello i'm writing lessons program. But it can't work. If known any one please help me.

Private Sub Form1_load()
WebBrowser1.Navigate ("C:\Data\000.html")
End Sub

Private Sub WebBrowser1_StatusTextChanges(ByVal Text As String)
Dim HtmlUrl as String
HtmlUrl = WebBrowser1.LocationUrl
If HtmlUrl = "command:goto:001" Then
WebBrowser1.Navigate ("C:\Data\001.html")
If HtmlUrl = "command:goto:002" Then
WebBrowser1.Navigate ("C:\Data\002.html")
.
.
End Sub

C:\Data\000.html inner code example.
<a href = "command:goto:001">Lesson 1</a><br>
<a href = "command:goto:002">Lesson 2</a><br>

If "Lesson 1" clicked the page need to change by c:\Data\001.html
But it doesn't work. The WebBrowser1 always running.
Please help me for those problem

Why not just have:
In the HTML

Flabby Rabbit

thnk's for replay.
I want to do <a href = "command:goto:001">Lesson 1</a><br> this way. But i don't know how do it?
If known any one please help me.