How would one use the webbrowser Control but capture the user right mouse click or alt-left arrow (hot key to go back to previous webpage) before the Control recieves it?

I've tried capturing the keystrokes at Form level:

Code:
Private Form_KeyDown(KeyCode As Integer, Shift As Integer)
    If (KeyCode = 37) And (Shift = 4) Then
        Label1.Caption = "message caught"
    End If
End Sub
... but that doesn't work.

I've tried making a new usercontrol with the webbrowser embedded into it with the code above implemented at UserControl level.. no luck again...

Any suggestions/solutions?