I am trying to create a context menu dynamically the problem is I can get the menuItem_Click sub to trigger. Here is my code:

Code:
Private Sub FindVMX(ByVal strPath As String)
        Dim oDir As New System.IO.DirectoryInfo(strPath)
        Dim oFiles() As System.IO.FileInfo
        Dim i As Integer
        Dim tmpVar As Integer
        Dim SR As StreamReader
        Dim DisplayName As String

        lstVirtualMachines.Items.Clear()

        oFiles = oDir.GetFiles("*.vmx", SearchOption.AllDirectories)

        For i = 0 To oFiles.Length - 1
            tmpVar = Strings.InStr(oFiles(i).Name.ToString(), ".")
            If Strings.Mid(oFiles(i).Name.ToString(), tmpVar) = ".vmx" Then
                lstVirtualMachines.Items.Add(oFiles(i).DirectoryName & "\" & oFiles(i).Name.ToString)
            End If
        Next

        ReDim VirtualMachines(lstVirtualMachines.Items.Count)

        For i = 0 To lstVirtualMachines.Items.Count - 1
            VirtualMachines(i) = lstVirtualMachines.Items.Item(i)
            SR = New StreamReader(lstVirtualMachines.Items.Item(i).ToString)
            Dim Line As String
            Do
                Line = SR.ReadLine
                If Strings.InStr(Line, "displayName", CompareMethod.Text) > 0 Then
                    DisplayName = Strings.Mid(Line, 16)
                    DisplayName = Strings.Mid(DisplayName, 1, DisplayName.Length - 1)
                    lstVirtualMachines.Items.RemoveAt(i)
                    lstVirtualMachines.Items.Insert(i, DisplayName)
                    'Create Context Menu Item
                    AddContextMenu(DisplayName, 1)
                End If
            Loop Until Line Is Nothing
            SR.Close()
        Next
    End Sub


    Public Sub AddContextMenu(ByVal Text As String, Optional ByVal SubMenu As Integer = 0)
        Dim mnuItem As New MenuItem
        mnuItem.Text = Text
        mnuContextMenu.MenuItems.Add(mnuItem)
        If SubMenu = 1 Then
            Dim mnuItemStart As New MenuItem()
            Dim mnuItemStop As New MenuItem()
            mnuItemStart.Text = "Start"
            mnuItemStop.Text = "Stop"
            mnuItem.MenuItems.Add(mnuItemStart)
            mnuItem.MenuItems.Add(mnuItemStop)
        End If
        Debug.WriteLine(mnuContextMenu.MenuItems.Count)

        AddHandler mnuItem.Click, AddressOf Me.menuItem_Click
        NotifyIcon1.ContextMenu = mnuContextMenu
    End Sub


    Private Sub menuItem_Click(ByVal sender As Object, ByVal e As System.EventArgs)
        MsgBox(sender.ToString)
    End Sub