I wasn't aware that was a signature of AddHandler that only takes 2 parameters, perhaps its a VB thing that you are getting away with it and its defaulting the third parameter to False. This parameter is the handledEventsToo parameter which indicates you want your handler to execute even when some other control has handled the event.
I guess the VB would look like this:-
AddHandler App.Current.RootVisual.MouseLeftButtonDown, AddressOf HideMenu, True
Edit
Lets ditch this VB code which is wrong anyway. Here is what the code should look like in C# (you must be fairly familar with translating since the vast majority of code examples on the Web for silverlight will be in C#).
this.AddHandler(UIElement.MouseLeftButtonDownEvent, HideMenu, true);
Where this code is in the code behind of the containing UserControl and HideMenu has this signature:-
void HideMenu(object sender, MouseEventArgs e)
{
}