I'm not aware of any tutorials on creating a browser there are a few open source ones out there - Mozilla or Amaya are two that spring to mind. However these are written in C/C++ rather than .Net.
Creating a browser from scratch is not a trivial task though, as well as simple HTML parsing and rendering you will also need to conform to several RFC, implement client side scripting, support several 'flavours' of HTML and DHTML, deal with image display (in several formats), possibly Java / Flash (or a general plugin format) support and CSS handling. This is not an exhaustive list but just the features that are expected of a modern browser.
Is there a particular reason you need to create a web browser or is this more of a learning exercise? If a learning exercise then you could probably trim the feature set back a bit to simplify the learning experience.