Using the createpopupmenu API -

Const MF_CHECKED = &H8&
Const MF_APPEND = &H100&
Const TPM_LEFTALIGN = &H0&
Const MF_DISABLED = &H2&
Const MF_GRAYED = &H1&
Const MF_SEPARATOR = &H800&
Const MF_STRING = &H0&
Private Type POINTAPI
    x As Long
    y As Long
End Type
Private Declare Function CreatePopupMenu Lib "user32" () 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, ByVal lprc As Any) As Long
Private Declare Function GetSystemMenu Lib "user32" (ByVal hwnd As Long, ByVal bRevert 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 DestroyMenu Lib "user32" (ByVal hMenu As Long) As Long
Private Declare Function GetCursorPos Lib "user32" (lpPoint As POINTAPI) As Long
Dim hMenu As Long
Private Sub Form_Load()
    'KPD-Team 1998
    'URL: [url]http://www.allapi.net/[/url]
    'E-Mail: [email]KPDTeam@Allapi.net[/email]    
    'Create an empty popupmenu
    hMenu = CreatePopupMenu()
    'Append a few menu items
    AppendMenu hMenu, MF_STRING, ByVal 0&, "Hello !"
    AppendMenu hMenu, MF_GRAYED Or MF_DISABLED, ByVal 0&, "Testing ..."
    AppendMenu hMenu, MF_SEPARATOR, ByVal 0&, ByVal 0&
    AppendMenu hMenu, MF_CHECKED, ByVal 0&, "TrackPopupMenu"
End Sub
Private Sub Form_MouseUp(Button As Integer, Shift As Integer, x As Single, y As Single)
    Dim Pt As POINTAPI
    'Get the position of the mouse cursor
    GetCursorPos Pt
    If Button = 1 Then
        'Show our popupmenu
        TrackPopupMenu hMenu, TPM_LEFTALIGN, Pt.x, Pt.y, 0, Me.hwnd, ByVal 0&
    Else
        'Show our form's default popup menu
        TrackPopupMenu GetSystemMenu(Me.hwnd, False), TPM_LEFTALIGN, Pt.x, Pt.y, 0, Me.hwnd, ByVal 0&
    End If
End Sub
Private Sub Form_Unload(Cancel As Integer)
    'Destroy our menu
    DestroyMenu hMenu
End Sub