This might seem a little bit simple but to make it work, I only had to change this:

            Dim loMain As Main = New Main
            'loMain.OnStart(toArgs)
            Run(loMain)

Then, the Run() will invoke the OnStart() event, which in turn can then activate the timer and all the rest because I am no longer in the Shared Main() event.

I will continue in that direction and will keep you informed if I discover something else.

BTW, this works with my account for the privileges to the Windows Service. And, this was a local share drive hosting the executable.