How to prevent WebBrowser from opening a local PPTX in a new Window?

I want to use a WebBrowser-Control in a Winforms (.net / C#) application to show PPT and PPTX files. When I call Navigate() a download dialog appears (which is strange because its a local file).

webBrowser1.Navigate(fileName,false);

I also tried to canel the NewWindow - event but the Download-Dialog still shows up.

What am I missing?

Cheers!