mmm a lo que entiendo es que tienes un menu como estos de archivo edicion etc etc no?  bueno crealo ok

Pasos:

Crea los menus...
no los ocultes aun mejor ocutalos cuando se ejecute el form q los contiene

private sub form_load()
 menu.visible=false
end sub

pero en el modo diseño despiegalos y dales un click a estos y te aparecera la region de programan de tal submenu

que deberia ser algo asi

private sub nombresubmenu_click()
 unload me 'Descarga el formulario actual
end sub
o tambien puedes usar
private sub nombresubmenu_click()
 end
end sub

bien bueno aca esta deberias espesificar eso je xP

me acabe de leer esto <Click aca>

Private Declare Function CreatePopupMenu Lib "user32" () As Long
Private Declare Function DestroyMenu Lib "user32" (ByVal hMenu As Long) As Long
Private Declare Function AppendMenu Lib "user32" Alias "AppendMenuA" (ByVal hMenu As Long, ByVal wFlags As Long, ByVal wIDNewItem As Long, ByVal lpNewItem As Any) As Long
Private Declare Function TrackPopupMenu Lib "user32" (ByVal hMenu As Long, ByVal wFlags As Long, ByVal x As Long, ByVal y As Long, ByVal nReserved As Long, ByVal hwnd As Long, lprc As Any) As Long
 
Const TPM_NONOTIFY = &H80
Const TPM_RETURNCMD = &H100
 
Private Type PointAPI
    x As Long
    y As Long
End Type
 
Private Declare Function GetCursorPos Lib "user32" (lpPoint As PointAPI) As Long
 
Dim Menu As Long
 
Private Sub Form_Load()
    Menu = CreatePopupMenu()
    Call AppendMenu(Menu, MF_STRING, 1, "Me Corte las Venas")
    Call AppendMenu(Menu, MF_STRING, 2, "Malditasea me muerrooo")
End Sub
 
Private Sub Form_MouseDown(Button As Integer, Shift As Integer, x As Single, y As Single)
    Dim ID As Long
    Dim Cursor As PointAPI
    Call GetCursorPos(Cursor)
    ID = TrackPopupMenu(Menu, TPM_NONOTIFY + TPM_RETURNCMD, Cursor.x, Cursor.y, 0, Me.hwnd, 0)
    Select Case ID
    Case 1:
        MsgBox ("Me Corte las Venas")
    Case 2:
        MsgBox ("Malditasea me muerrooo")
        Unload Me
    End Select
End Sub
 
Private Sub Form_Unload(Cancel As Integer)
    Call DestroyMenu(Menu)
End Sub