One more thing, instead of tags, you may use the following trick to find out which control was clicked:

vb.net Code:
  1. Private Sub Label1.MouseDown(ByVal sender As System.Object, _
  2.                                           ByVal e As System.Windows.Forms.MouseEventArgs) _
  3.                                           Handles Label1.MouseDown, _
  4.                                                      Label2.MouseDown, _
  5.                                                      Label3.MouseDown 'etc...
  6.  
  7. Dim lbl As Label = CType(sender, Label) 'This line will get you the exact label that was clicked
  8.  
  9. End Sub