Per rimanere più o meno nel solco del richiedente, io farei così:
Private $iKey As Short = 1
Public Sub Form_Open()
Dim hMenu1, hMenu2, hMenu3 As Menu
Dim a, b As Byte
hMenu1 = New Menu(Me) As "Menu1"
With MenuButton1
.AutoResize = True
.Text = "Click on menu sign"
.Menu = "Menu1"
End With
For a = 0 To 2
hMenu2 = New Menu(hMenu1)
hMenu2.Text = "Menu" & CStr(a + 1)
For b = 0 To 2
hMenu3 = New Menu(hMenu2) As "submenu"
hMenu3.Text = "Submenu" & CStr(a + 1) & CStr(b + 1)
hMenu3.Tag = $iKey
Inc $iKey
Next
Next
End
Public Sub submenu_Click()
Print "You clicked on the key: " & Last.Tag
End
... e invece voi?