How about this variation of what you have:

Dim objIE As Object
Set objIE = CreateObject("InternetExplorer.Application")
sFind = "mail"
For Each oCell In Range("A:A")
If oCell.Value = "" Then Exit For
With objIE
.Navigate oCell.Value
Do Until Not .Busy
DoEvents
Loop
sData = .Document.documentElement.innerHTML
End With
If InStr(sData, sFind) > 0 Then
oCell.Offset(0, 1) = """" & sFind & """ was found!"
Else
oCell.Offset(0, 1) = """" & sFind & """ not found!"
End If
Next oCell
objIE.Quit
Set objIE = Nothing