procedure TForm1.WebBrowser1DocumentComplete(Sender: TObject;
const pDisp: IDispatch; var URL: OleVariant);
var
  CurWebrowser: IWebBrowser;
  TopWebBrowser: IWebBrowser;
  Document: OleVariant;
  WindowName: String;
begin
  CurWebrowser := pDisp as IWebBrowser;
  TopWebBrowser := (Sender as TWebBrowser).DefaultInterface;
  if CurWebrowser = TopWebBrowser then
    ShowMessage('Complete document was loaded')
  else
  begin
    Document := CurWebrowser.Document;
    WindowName := Document.ParentWindow.Name;
    ShowMessage(Format('Frame "%s" was loaded', [WindowName]));
  end;
end;