Prompted by a suggestion from Peter Aschbacher I just added a new feature to my Delphi Help Expert:
You can now force it to use the default web browser instead of the Welcome Page for web URLS.
This is a global setting.
I also fixed a bug I recently introduced which resulted in the Welcome Page of Delphi 2007 no longer being found.
Discussion about this post in the international Delphi Praxis forum.