How to receive a keydown event on an ActiveX control?

[Peter]

I have a VB6 program which can receive Keydown events on an ActiveX control.

The ActiveX control can't fire keydown events so I put a picturebox below
the ActiveX control. I write codes in function picturebox_keydown in
response to the keydown events on the ActiveX control. These can work well.

But when I update these codes to vb.net I got a message 'UPGRADE_WARNING:
PictureBox event Picture1.KeyDown can't be updated. Click to get more
information:ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="vbup
2050" . Does anyone know¡¡how¡¡to¡¡receive a keydown event on an ActiveX
control£¿Thanks in advance.