WithEvents用法(編號:7053)

請問一下我如果這樣宣告
DIM WithEvents ctlMyControl As CommandButton
Private Sub Form_Load()
  Set ctlMyControl = Control.Add,_
    "VB.CommandButton", "cmdNew")
  ctlMyControl.Left = 240
  ctlMyControl.Top = 240
  ctlMyControl.Caption = "離開(&X)"
  ctlMyControl.Visible = True

End Sub

我的目的是要在動態新增物件後, 啟動事件,
ex:
Private Sub ctlMyControl_Click()
'執行程序
End Sub
但是我測試失敗, 請問大家知道我哪裡錯了?