Move variable as a field or property in Your form class. Here is example code:
Public Class Form1
Private MyVariable
Private Sub Form1_Load(sender As System.Object, e As System.EventArgs) Handles MyBase.Load
MyVariable = "Hello"
End Sub
Private Sub Button1_Click(sender As System.Object, e As System.EventArgs) Handles Button1.Click
MessageBox.Show(MyVariable)
End Sub
End Class