My.Computer.Registry.ClassesRoot.CreateSubKey(".Hello").SetValue("", "Hello", _
  Microsoft.Win32.RegistryValueKind.String)
My.Computer.Registry.ClassesRoot.CreateSubKey( _
"Hello\shell\open\command").SetValue("", Application.ExecutablePath & _
  " ""%l"" ", Microsoft.Win32.RegistryValueKind.String)

Private Sub HelloForm_Load(ByVal sender As System.Object, ByVal e As _
  System.EventArgs) Handles MyBase.Load
        'Array to hold the arguments
        Dim strAllArgs(My.Application.CommandLineArgs.Count - 1) As String
        'Counter Variable
        Dim x As Integer = 0
 
        For Each arg As String In My.Application.CommandLineArgs
            'Write the arguments to an array
            Try
                strAllArgs(x) = arg
                MessageBox.Show(arg.ToString)
                'Catch Exceptions
            Catch ex As Exception
                strAllArgs(x) = "Could not write argument."
                Debug.WriteLine(ex.Message)
            End Try
            x += 1
        Next
End Sub