VS 2012 Application Event NetworkAvailabilityChanged not working

I'm new to this applicationEvent thing and run into a problem.
(VS2012 VB.net application with .NET 4.0)
I have following code in my ApplicationEvent.vb:

Private Sub MyApplication_Startup() Handles Me.Startup
MsgBox("Starting Application at " & Date.Now.ToString())
End Sub
Private Sub MyApplication_Shutdown() Handles Me.Shutdown
MsgBox("Closing Application at " & Date.Now.ToString())
End Sub

Private Sub MyApplication_NetworkChange() Handles Me.NetworkAvailabilityChanged
MsgBox("network changed")
End Sub

First 2 are working fine (startup and shutdown) but the NetworkAvailabilityChanged does nothing when I pullout my network cable.

Do I forget something?

Thank you