Use the AddHandler
statement to add an event handler (this is one of the ways how it is done in VB.NET).
In your case, this would be:
Public Sub OnConnection(ByVal application As Object, ByVal connectMode As ext_ConnectMode, ByVal addInInst As Object, ByRef custom As Array) Implements IDTExtensibility2.OnConnection
' Initialize event handlers for host
_debuggerEvents = _hostAppObj.Events.DebuggerEvents
AddHandler _debuggerEvents.OnEnterDesignMode, AddressOf OnEnterDesignMode
End Sub
Public Sub OnEnterDesignMode(ByVal reason As dbgEventReason)
System.Windows.Forms.MessageBox.Show("ADD-IN DEBUG: Debugger enters design mode.")
End Sub