This will add an event for a button created at runtime
Code:
Private WithEvents cmd As CommandButton

Private Sub Form_Load()
    Set chkBox = Me.Controls.Add("VB.CommandButton", "Btn")
    Me!Btn.Move 0, 0
    Me!Btn.Caption = "Button1"
    Me!Btn.Visible = True
End Sub

Private Sub cmd_Click()
    MsgBox "You pressed the button"
End Sub