I finally figured it out....

I was surfing through the various msdn references when I happened upon the
IComponentChangeService interface.  This allowed me to know what interface to
use in order to capture an "control added" event.  I then found an article
that showed how to manipulate a control via an add-in (which I used to hook
up the control's event).
http://support.microsoft.com/default.aspx?scid=kb;en-us;555170

Last, you need to capture the active window to hook up your event with the
active windows form in order to execute the event.  It may not be the best
solution but I couldn't find anything else out there on this topic....

Here's the code: (be careful of copy and paste with GUID's....)

Imports Microsoft.Office.Core
imports Extensibility
imports System.Runtime.InteropServices
Imports EnvDTE
Imports System.ComponentModel
Imports System.ComponentModel.Design
Imports System.Windows.Forms

#Region " Read me for Add-in installation and setup information. "
' When run, the Add-in wizard prepared the registry for the Add-in.
' At a later time, if the Add-in becomes unavailable for reasons such as:
'   1) You moved this project to a computer other than which is was
originally created on.
'   2) You chose 'Yes' when presented with a message asking if you wish to
remove the Add-in.
'   3) Registry corruption.
' you will need to re-register the Add-in by building the
MyFirstTestAddInSetup project
' by right clicking the project in the Solution Explorer, then choosing
install.
#End Region

<GuidAttribute("939E2A70-B167-4DDD-AF0F-D557BF88467C"),
ProgIdAttribute("MyFirstTestAddIn.Connect")> _
Public Class Connect
   
    Implements Extensibility.IDTExtensibility2

   Public WithEvents windowsEvents As EnvDTE.WindowEvents
   Public WithEvents y As IComponentChangeService

    Dim applicationObject As EnvDTE.DTE
   Dim addInInstance As EnvDTE.AddIn
   
   Public Sub OnBeginShutdown(ByRef custom As System.Array) Implements
IDTExtensibility2.OnBeginShutdown
   End Sub

   Public Sub OnAddInsUpdate(ByRef custom As System.Array) Implements
IDTExtensibility2.OnAddInsUpdate
   End Sub

   Public Sub OnStartupComplete(ByRef custom As System.Array) Implements
IDTExtensibility2.OnStartupComplete
   End Sub

   Public Sub OnDisconnection(ByVal RemoveMode As
Extensibility.ext_DisconnectMode, ByRef custom As System.Array) Implements
IDTExtensibility2.OnDisconnection
       windowsEvents = Nothing
       y = Nothing
   End Sub

   Public Sub OnConnection(ByVal application As Object, ByVal connectMode
As Extensibility.ext_ConnectMode, ByVal addInInst As Object, ByRef custom As
System.Array) Implements IDTExtensibility2.OnConnection

       applicationObject = CType(application, EnvDTE.DTE)
       addInInstance = CType(addInInst, EnvDTE.AddIn)

       Dim events As EnvDTE.Events
       events = applicationObject.Events
       windowsEvents = CType(events.WindowEvents(Nothing),
EnvDTE.WindowEvents)

       ' When run, the Add-in wizard prepared the registry for the Add-in.
       ' At a later time, the Add-in or its commands may become unavailable
for reasons such as:
       '   1) You moved this project to a computer other than which is was
originally created on.
       '   2) You chose 'Yes' when presented with a message asking if you
wish to remove the Add-in.
       '   3) You add new commands or modify commands already defined.
       ' You will need to re-register the Add-in by building the
MyFirstTestAddInSetup project,
       ' right-clicking the project in the Solution Explorer, and then
choosing install.
       ' Alternatively, you could execute the ReCreateCommands.reg file the
Add-in Wizard generated in
       ' the project directory, or run 'devenv /setup' from a command prompt.
   End Sub

   Private Sub windowsEvents_WindowActivated(ByVal GotFocus As
EnvDTE.Window, ByVal LostFocus As EnvDTE.Window) Handles
windowsEvents.WindowActivated

       Dim objIDesignerHost As IDesignerHost
       Dim objIComponent As IComponent
       Dim colPropertyDescriptorCollection As PropertyDescriptorCollection
       Dim objPropertyDescriptor As PropertyDescriptor
       Dim objIContainer As IContainer
       Dim objIServiceProvider As IServiceProvider

       ' Get the designer host
       objIDesignerHost = DirectCast(GotFocus.Object, IDesignerHost)
       ' Get the service provider
       objIServiceProvider = DirectCast(objIDesignerHost, IServiceProvider)

       ' Get the container
       objIContainer = objIDesignerHost.Container

       For Each objIComponent In objIContainer.Components

           If TypeOf objIComponent Is Form Then
               y =
CType(objIServiceProvider.GetService(GetType(IComponentChangeService)),
IComponentChangeService)
               Exit For
           End If

       Next

   End Sub

   Private Sub y_ComponentAdded(ByVal sender As Object, ByVal e As
System.ComponentModel.Design.ComponentEventArgs) Handles y.ComponentAdded
       MessageBox.Show("Component Added")
   End Sub

End Class

Then in the Correct