Dim arrTxt As TextBox()
For i = 0 To 5
   ReDim Preserve arrTxt(i)
   arrTxt(i) = New TextBox()
   With arrTxt(i)
      .Text = "Text" & i.ToString()
      .Top = i * 20
   End With
   AddHandler  arrTxt(i).TextChanged, AddressOf MyText_Changed ' WithEvents 
   ' nich mehr notwendig
   Me.Controls.Add(arrTxt(i))
Next i
Sub MyText_Changed (sender as object, e as eventargs)
  Msgbox Sender.Text 
End Sub