The 3 Leaf guys, (well probably just one of them... but who knows which one), talk about "Application Level Events" in Whidbey

Here's a code snippet to illustrate what they are talking about... something that I like to think of as "Global.asa" (I haven't done a lot of web work since ASP) for Windows applications...

Namespace My
    Partial Friend Class MyApplication
        Private Sub MyApplication_Shutdown(ByVal Sender As Object, _
            ByVal e As System.Windows.Forms.ShutdownEventArgs) _
            Handles Me.Shutdown
        End Sub

        Private Sub MyApplication_StartUp(ByVal sender As Object, _
            ByVal e As System.Windows.Forms.StartupEventArgs) _
            Handles Me.Startup
        End Sub

        Private Sub MyApplication_StartupNextInstance(ByVal Sender As Object, _
            ByVal e As System.Windows.Forms.StartupNextInstanceEventArgs) _
            Handles Me.StartupNextInstance
        End Sub

        Private Sub MyApplication_UnhandledException(ByVal sender As Object, _
            ByVal e As System.Threading.ThreadExceptionEventArgs) _
            Handles Me.UnhandledException
        End Sub

    End Class

End Namespace

Make sure you check out the whole post for a pretty screenshot :)