[Uzvern]

Убрал глюк с NotifyIcon и ContextMenuStrip.
Оказывается, надо было в свойствах NotifyIcon указать нужный ContextMenuStrip и прописать его вызов в код.

Код:

    Dim MD As Boolean = False

    Private Sub NotifyIcon1_MouseDown(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles NotifyIcon1.MouseDown
        If MouseButtons = Windows.Forms.MouseButtons.Right Then
            MD = True
        Else
            MD = False
        End If
    End Sub

    Private Sub NotifyIcon1_MouseUp(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles NotifyIcon1.MouseUp
        If MD = True Then
            NotifyIcon1.ContextMenuStrip.Show()
            MD = False
        Else
            MD = False
        End If
    End Sub