Private Sub AllPictureBox_Click(ByVal sender As System.Object, ByVal e As _
  System.EventArgs)
        Dim b
        b = CType(sender, Control).Name
        Dim a As String
        a = FindCurrentImageIndex(b.Image, ImageList1).ToString
        Select Case a
            Case 0
                b.Image = ImageList1.Images(2)
            Case 2
                b.Image = ImageList1.Images(0)
            Case 1
                b.Image = ImageList1.Images(3)
            Case 3
                b.Image = ImageList1.Images(1)
        End Select
    End Sub

For Each c As Control In Me.GroupBox1.Controls' <--- hier
            If TypeOf c Is PictureBox Then
                AddHandler CType(c, PictureBox).Click, AddressOf _
                  AllPictureBox_Click
            End If
        Next