Write A Procedure For Arrays?

i created a list of picturebox arrays in my program :

Dim MyPicArray As New List(Of PictureBox)
and i used this code to add them:
MyPicArray.Add(New PictureBox())

[Code].....

the above code works the pictures are created in the form but now i want to write events for them, for example in the 'Click' event a messagebox shows. i don't know how to write the procedure i have tried this but it didn't worked :

Private Sub MyPicArray_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyPicArray.Click
MessageBox.Show("It Works!")
End Sub