For VB it would look like this

Protected Overrides Sub OnMouseDown(ByVal e As System.Windows.Forms.MouseEventArgs)
    'your code here
    MyBase.OnMouseDown(e)
End Sub

And here is a better link on how to handle user events.
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpguide/html/cpconhandlinguserinput.asp


>Look at the OnMouseDown, OnMouseEnter, OnMouseHover, OnMouseLeave,
>OnMouseMove, OnMouseUp, and OnMouseWheel protected methods. These methods get called whenever the event is raised.
>
>So you would write something like this in your subclass:
>

>protected void OnMouseDown(MouseEventArgs e)
>{
>   //Put whatever code you want here
>   //Then call the event handlers
>   base.OnMouseDown(e);
>}
>

>
>Note that "this" (or "me" for vb) refers to the form when you write an event handler for your control on a form. Using the override method above, "this" when placed in the OnWhateverEvent refers to the control (in your case the label).
>
>The documentation tells you how to do it:
>"The OnMouseDown method also allows derived classes to handle the event without attaching a delegate. This is the preferred technique for handling the event in a derived class.
>Notes to Inheritors: When overriding OnMouseDown in a derived class, be sure to call the base class's OnMouseDown method so that registered delegates receive the event.
>"
>http://msdn.microsoft.com/library/default.asp?url=/library/en-us/cpref/html/frlrfsystemwindowsformscontrolclassonmousedowntopic.asp
>
>>Hello:
>>
>>I am programmatically creating labels from my own inherited label class. I need to create a mouse event for each new inherited label. My question is: can a programmatically created label inherit a mouse event. If not, how can I create a mouse event programmatically for each new label.
>>
>>Thanks,
>>
>>Steve Ellis