Here is code that Megatron gave a while ago to create submenus at runtime.
Make a menu called mnuTest with a SubMenu called mnuSub.
Make sure that that Index property for it is set to 0.
Now insert this code into a CommandButton on the Form.
Code:
Private Sub Command1_Click()
' Add's another menu
Load mnuSub(mnuSub.Count)
End Sub