I use my own toolbars (can't stand the esri toolbars - they don't scroll buttons like a normal windows toolbar): here is an example of what I do (works for me!):
Private Sub tsbAddData_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles tsbAddData.Click
Try
Dim pCommand As ICommand = New ESRI.ArcGIS.Controls.ControlsAddDataCommand
pCommand.OnCreate(AxMapControl1.Object)
pCommand.OnClick()
Catch ex As Exception
MessageBox.Show(Me, ex.Message)
End Try
End Sub
Hope this helps.
Doug.