Usa gli eventi della Form impostandone la relativa proprietà .KeyPreview a True

codice:
 Private Sub Form1_KeyDown(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles Me.KeyDown
'Tuo codice....
End Sub

Private Sub Form1_KeyPress(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyPressEventArgs) Handles Me.KeyPress
'Tuo codice....
End Sub

Private Sub Form1_KeyUp(ByVal sender As Object, ByVal e As System.Windows.Forms.KeyEventArgs) Handles Me.KeyUp
'Tuo codice....
 End Sub