How can I make VB.NET menus look and feel like Windows 2000 or Windows XP?

How can I, in VB.NET, give menus the look and feel of Win2k or XP?
The best example of full bitmapped menu controls is Lutz Roeder's excellent CommandBar library. It comes with full source code and offers complete support for menus as well as CommandBar, ReBar and CoolBar controls. The examples are even written in VB.NET!

This was first published in February 2003