Loading an MDI Parent form from Sub Main

I want to start my app from Sub Main. The first thing I want it to do is load my first form which happens to be an MDI form:

Public Sub Main()
Dim objMdi As New frmMainMdi()
objMdi.Show()
End Sub

The above code works in that it does load the MDI form but it only executes the code in the MDI forms Form_Load event and then shuts down.

I guess truely what's happening is that the way I am loading the MDI form it's - modeless. When it needs to be model.

Any suggestions - I want the MDI form to be loaded from the Sub Main and it must stay active until someone closes the program down via an "Exit" button or close button click.

Thanks