do it inside Render method, something like (from Mike Moore's post)
Protected Overrides Sub Render(ByVal writer As HtmlTextWriter)
Dim s_wtr As New StringWriter()
Dim h_wtr As HtmlTextWriter = New HtmlTextWriter(s_wtr)
MyBase.Render(h_wtr)
h_wtr.Close()
Dim f_wtr As StreamWriter = New StreamWriter("c:\yourhtml.html")
f_wtr.Write(s_wtr.ToString)
f_wtr.Close()
writer.Write(s_wtr.ToString)
s_wtr.Close()
End Sub