EventHandler and passing value - Possible?

I am dynamically adding sub items via the registry to my main menu with code. I need to be able to pass a value from the EventHandler to the sub OpenURL_Click. Is this possible and if so, how???

Private Sub FillLinks()
Dim ValueName As String
Dim ValueArry As Array

ValueArry = Splash.linkKey.GetValueNames()

For Each ValueName In ValueArry
mnuLinks.MenuItems.Add(ValueName, New EventHandler(AddressOf OpenURL_Click))
Next
End Sub

Private Sub OpenURL_Click(ByVal sender As Object, ByVal e As EventArgs)
MessageBox.Show(e)
End Sub

Thanks in advance!

No. And there is no reason to. You are not calling the event with EventHandler, just creating a link to what procedure to call when the event is fired.