StringBuilder class

Question

Hi, this may seem like a trivial question but I want to get a full understanding of when to use this.
I am writing C sharp classes that contain methods which build up a big stream of HTML before passing it back as a String return value, which will then get put into an HTML page via a server control.
At the moment, the code is similar to
String htmlstring =
"<form name='mailboxform' action='Default.aspx' method='post' target='_self'>" +
"<input type=hidden name='pageaction' id='pageaction' value='messages' />" +
"<input type=hidden name='mailaction' id='mailaction' value='' />" +
"<input type=hidden name='mailbox' id='mailbox' value='" + ( (int) _startbox ) + "' />" +
"<input type=hidden name='page' id='page' value='" + _page + "' />" +
"<input type=hidden name='idlist' id='idlist' value='' />" +
"<table cellpadding=2 cellspacing=2 border=0 width=100%>" +
etc etc...
So I have massive big concatenation blocks, then maybe something like
while( reader.Read() )
{
InboxMessage message = InboxMessage.GetMessage( reader.GetInt64( "MessageId" ) );
htmlstring += "<tr class=" + ( ( currentmessage % 2 == 1 ) ? "messagerow" : "altmessagerow" ) + " onMouseOver='javascript:RollOverRow(this);' onMouseOut='javascript:RollOutRow(this," + ( currentmessage % 2 ) + ");'>" +
"<td class=whiteback width=15 valign=middle align=center onClick='javascript:OpenMessage(" + message.MessageId + ");'>" +
 
Which loops through, concatenating each time. So I have both in-line concatenations being used heavily, and also cross-line using +=.
I want to know the best way to do this, should I leave it as is or will I benefit from using the Stringbuilder class. I am not sure if the String concat overhead just occurs with the += concats, or with all the in-line ones too. ie Does String s = "test" + "hello" + "now"; Create five objects in memory? One for test, one for hello, one for now, and then two for the two concats?
It seems a little heavyweight to use
StringBuilder htmlstring = new StringBuilder("<table cellpadding=2 cellspacing=2 border=0 width=100% height=100%>",5000);
htmlstring.Append("<tr>");
htmlstring.Append( "<td valign=top nowrap width=200 align=center>");
htmlstring.Append("<img width=180px src='images/avatars/" + _user.AvatarPicture + "' />");
htmlstring.Append("</td>");
htmlstring.Append("<td width=100% nowrap valign=top>");
htmlstring.Append("<table cellpadding=2 cellspacing= border=0 width=100% height=100%>");
htmlstring.Append("<tr>");
htmlstring.Append("<td valign=top class=contentlarge>" + _user.UserName + "</td>");
 
 
I'd appreciate anyones advice on this