Public Class Form1
    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As _
      System.EventArgs) Handles MyBase.Load
        On Error Resume Next
        Dim thread As New Threading.Thread(AddressOf Testsub)
        thread.Start()
    End Sub
    Private Sub Testsub()
        On Error Resume Next
        MessageBox.Show("MUUUUHHHHH")
    End Sub
End Class

Public Class Form1
    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As _
      System.EventArgs) Handles MyBase.Load
        On Error Resume Next
        Dim thread As New Threading.Thread(AddressOf Testsub("DumDiDum"))
        thread.Start()
    End Sub
    Private Sub Testsub(ByVal Message As String)
        On Error Resume Next
        MessageBox.Show(Message)
    End Sub
End Class