In IE, you can view the source of any file through either the context menu or tool bar. However, sometimes there are design reasons to disable or hide these. For example, you can prevent the content menu by putting this in the a script in the HTML body:
document.oncontextmenu=new Function("return false");
And you can hide toolbars by opening up a new window and passing in the appropriate options:
However, even if a site does this, you can still view the source through the VS.Net debugger. Simply start debugging one of your own apps, then navigate to the target site in the address bar, and you'll see full source in the Script Explorer window.