if the button and menu are supposed to perform the same exact action

(for example lets say a form has a close button on it, and the menu also has a file -> close menu item on it)

you can just make the same routine handle both events by using the handles clause and using both control's click events...

Code:
    Private Sub DoAction(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles mnuClose.Click, cmdClose.Click
        'PERFORM ACTIONS HERE WHEN EITHER BUTTON OR MENU ITEM IS CLICKED
    End Sub