Create 4 forms and try this code from a module.
Form4 remains inside Form3, Form 3 remains inside Form2, Form2 remains inside Form1.

Code:
Declare Function SetParent Lib "user32" (ByVal hWndChild As Long, ByVal hWndNewParent As Long) As Long

Sub Main()
    MsgBox "test"
    Load Form1
    Load Form2
    Load Form3
    Load Form4
    SetParent Form4.hWnd, Form3.hWnd
    SetParent Form3.hWnd, Form2.hWnd
    SetParent Form2.hWnd, Form1.hWnd
    Form1.Show
    Form2.Show
    Form3.Show
    Form4.Show
End Sub