AFAIK, VB.NET 2002/2003 does not support build events, VB 2005 does.
You can create an add-in or macro to provide build actions for VB.NET
Projects.

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Best regards,
Carlos J. Quintero
MZ-Tools: Productivity add-ins for Visual Studio .NET, VB6, VB5 and VBA
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> the build events configuration page in project settings is available for
> c# projects and not for VB projects.
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>
> 10x.