Private Declare Function ShellExecute Lib "shell32.dll" Alias "ShellExecuteA" ( _
  ByVal hWnd As Long, _
  ByVal lpOperation As String, _
  ByVal lpFile As String, _
  ByVal lpParameters As String, _
  ByVal lpDirectory As String, _
  ByVal nShowCmd As Long) As Long
 
Private Sub Form1_Load()
  Label1.Caption = "VB@archiv"
  Label1.Tag = "http://www.vbarchiv.net"
End Sub
 
Private Sub Label1_Click()
  Call ShellExecute(hWnd, "Open", Label1.Tag, "", "", 1)
End Sub

Gruß
Marcus