In C# you use BeginInvoke like this:  
obj.BeginInvoke((Action)(() =>
{
    //do something
}));
I tried to translate it to VB.NET, and ended up with this code, that seems to work:
obj.BeginInvoke(
    Sub()
        'do something'
    End Sub
)
The snippets look very different to me, especially because the (Action) (() => part is missing completely. Is this the correct way to use BeginInvoke in VB.NET?  
this is not a duplicate of How to use BeginInvoke C# because the question and every answer uses C# (if any programming language is used). C#-code doesn't help much when you are unsure about if you used the correct VB.NET syntax.