Before Everything Create a ContextMenuStrip and set as you want.

Well, first declare :
Code:
Dim NotifyIcon1 As New NotifyIcon
Private Sub Msc(ByVal msg As String, ByVal titl As String)
NotifyIcon1.ShowBalloonTip(5000, titl, msg, ToolTipIcon.Info)
End Sub
In the form Load event:
Code:
NotifyIcon1.Icon = Me.Icon
NotifyIcon1.ContextMenuStrip = ContextMenuStrip1
NotifyIcon1.Text = Me.Text
NotifyIcon1.Visible = True
To use is simple:
Code:
msc("Message", "Title to Message")