Espero te sirva esta solucion, tu aplicala en C#
Código:
Private Sub Form2_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
Dim i As Integer
Dim j As Integer
For i = 1 To 5
For j = 1 To 3
Dim xButton As New Button
xButton.Name = "Boton" & i & j
xButton.Visible = True
AddHandler xButton.Click, AddressOf xButton_Click
Controls.Add(xButton)
Next
Next
End Sub
Private Sub xButton_Click(ByVal Sender As Object, ByVal e As System.EventArgs)
MsgBox("Click boton " & Sender.name)
End Sub