I had created web browser component for my application, I used the link you where trying to hit and it opened it.
I would also like you to remind you that Am using juce_1.46 which was released and not the trunk version.
I have faced similar issue, you would have to check a thing, Check if the component holding the webBrowserComponent is visible when you call addAndMakeVisible(browser = new WebBrowserComponent () );.
It internally uses activexcomponent and try debugging it.