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Which method activates when a program containing a control is run. Is that Initialize, cause if so then MSDN is confusing, they say it occurs when a new instance is created, but I'm talking about when one is created at design time and then the program is run.
When you site a control on a form in the IDE a "design time instance" of the control is created.
When your program executes a "run time instance" is created.
When you start your program from within the VB IDE you are switching between design time and run time. The first thing that happens is your "design time instances" are terminated. Then your "run time instances" are created.
There is a topic in MSDN called "Understanding Control Lifetime and Key Events" that explains it pretty well.
So Initialize is the correct method then.