I can't test this as I'm not a Windows user, but Watir looks very interesting. It's a testing tool that runs with Ruby on Windows and it controls an instance of Internet Explorer and lets you test any web sites or applications you want programmatically. It's like integration tests but for any site, and from IE. There's a sample test if you want to see how a basic test comes together.

Of course, if you want something that's cross platform and cross browser, Selenium will be more your cup of tea!