You can also use the SendMessage API.

Code for a module.
Code:
Declare Function SendMessage Lib "user32" Alias "SendMessageA" (ByVal hwnd As Long, ByVal wMsg As Long, ByVal wParam As Long, lParam As Any) As Long
Public Const WM_LBUTTONDBLCLK = &H203   ' Left Button Double Clicked
Public Const WM_LBUTTONDOWN = &H201    ' Left Button Down   
Public Const WM_LBUTTONUP = &H202      ' Left Button Up
Public Const WM_RBUTTONDBLCLK = &H206  ' Right Button Double Clicked
Public Const WM_RBUTTONDOWN = &H204    ' Right Button Down
Public Const WM_RBUTTONUP = &H205      ' Right Button Up
Make 2 CommandButton's on your Form and put the following code in it.

Code:
Private Sub Command1_Click()

    ' Set a Message to Command2 with the Leftbutton Down
    retval = SendMessage(Command2.hwnd, WM_LBUTTONDOWN, CLng(0), CLng(0))

End Sub


Private Sub Command2_MouseDown(Button As Integer, Shift As Integer, X As Single, Y As Single)

' You you press Command1, it should trigger this event
End

End Sub
Now, when you press Command1, the program will end, as if you pressed Command2.