Hi Heinz,
You're thinking of the NetWebBrowse and NetWebForm as "procedures" when in fact they are much more like "event handlers". During the life of a browse or form the "procedure" will be called many many times, maybe 20 times or more, each time handling some specific event.
So "Procedure Setup" is not a very useful embed point, because it is called for "all events". Rather you need to understand exactly what event you are trying to embed on, and then embed much closer to the code that runs on that event.
As Kevin suggests, GenerateBrowse and GenerateForm being obvious candidates for "when this thing is generated".
cheers
Bruce