Private Sub setHandler(ByVal menuitemcol As MenuItem.MenuItemCollection)
        For Each mi As MenuItem In menuitemcol
            AddHandler mi.Click, AddressOf MenuItem1_Click
            setHandler(mi.MenuItems)
        Next
    End Sub

 Me.setHandler(Me.MainMenu1.MenuItems)

  Private Sub MenuItem1_Click(ByVal sender As System.Object, ByVal e As _
    System.EventArgs) Handles MenuItem1.Click
        Dim mi As MenuItem = CType(sender, MenuItem)
        Debug.WriteLine("Clicked on: " + mi.Text)
        Select Case True
            Case mi Is Me.MenuItem2
                Application.Exit()              
End Select
End Sub

VB@rchiv its the Best