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Imports System.Windows.Forms
Imports System.Runtime.InteropServices

Public Class Form1

    Private Const WM_SYSCOMMAND As Integer = 274
    Private Const MF_STRING As Integer = 0
    Private Const MF_SEPARATOR As Integer = 2048

    <DllImport("user32.dll", CharSet:=CharSet.Auto, SetLastError:=True)>
    Private Shared Function GetSystemMenu(ByVal hWnd As IntPtr, ByVal bRevert As Boolean) As IntPtr
    End Function
    <DllImport("user32.dll", CharSet:=CharSet.Auto, SetLastError:=True)>
    Private Shared Function AppendMenu(ByVal hMenu As IntPtr, ByVal uFlags As Integer, ByVal uIDNewItem As Integer, ByVal lpNewItem As String) As Boolean
    End Function
    <DllImport("user32.dll", CharSet:=CharSet.Auto, SetLastError:=True)>
    Private Shared Function InsertMenu(ByVal hMenu As IntPtr, ByVal uPosition As Integer, ByVal uFlags As Integer, ByVal uIDNewItem As Integer, ByVal lpNewItem As String) As Boolean
    End Function

    Private SYSMENU_ABOUT_ID As Integer = 1

    Public Sub CustomForm()
    End Sub

    Protected Overrides Sub OnHandleCreated(ByVal e As EventArgs)
        MyBase.OnHandleCreated(e)
        Dim hSysMenu As IntPtr = GetSystemMenu(Me.Handle, False)
        AppendMenu(hSysMenu, MF_SEPARATOR, 0, String.Empty)
        AppendMenu(hSysMenu, MF_STRING, SYSMENU_ABOUT_ID, "&About…")
    End Sub

    Protected Overrides Sub WndProc(ByRef m As Message)
        MyBase.WndProc(m)
        If (m.Msg = WM_SYSCOMMAND) AndAlso (CInt(m.WParam) = SYSMENU_ABOUT_ID) Then
            MessageBox.Show("Custom About Dialog")
        End If
    End Sub
End Class



fuente: https://stackoverflow.com/questions/4615940/how-can-i-customize-the-system-menu-of-a-windows-form