Button stays in MouseDown - vb.net

Question

Well, I'm getting back into GDI, and I came across my old first attempt, which was in c#. I converted it to VB.NET, and saw no errors. However, when I tested it out, the button would stay the color for the MouseDown state until I closed the MessageBox that it opens. Any ideas?
GDI -
Public Class BasicButton
Inherits Control
Public Enum MouseState
Normal
Down
End Enum
Private _mouseState As MouseState = MouseState.Normal
Protected Overrides Sub CreateHandle()
MyBase.CreateHandle()
End Sub
Protected Overrides Sub OnPaint(e As PaintEventArgs)
Dim g = e.Graphics
Select Case _mouseState
Case MouseState.Normal
g.FillRectangle(Brushes.Orange, ClientRectangle)
Exit Select
Case MouseState.Down
g.FillRectangle(Brushes.DarkOrange, ClientRectangle)
Exit Select
End Select
MyBase.OnPaint(e)
Dim sf As New StringFormat()
sf.LineAlignment = StringAlignment.Center
sf.Alignment = StringAlignment.Center
g.DrawString(Text, Font, New SolidBrush(Color.White), New Rectangle(0, 0, Width, Height), sf)
End Sub
Private Sub SwitchMouseState(state As MouseState)
_mouseState = state
Invalidate()
End Sub
Protected Overrides Sub OnMouseUp(e As MouseEventArgs)
SwitchMouseState(MouseState.Normal)
MyBase.OnMouseUp(e)
End Sub
Protected Overrides Sub OnMouseDown(e As MouseEventArgs)
SwitchMouseState(MouseState.Down)
MyBase.OnMouseDown(e)
End Sub
End Class
Button -
Private Sub BasicButton1_Click(sender As Object, e As EventArgs) Handles BasicButton1.Click
MessageBox.Show("Text")
End Sub

Answer 1

MessageBox.Show is a blocking method that gets called between OnMouseDown and OnMouseUp. Basically, your OnMouseUp code is not called until after the MessageBox.Show method returns.

Answer 2

While not an answer, I believe it is important for you to be aware that creating resources within the Paint method should be done as sparingly as possible - hopefully not at all. Paint is called MANY MANY times per second in some cases.
So for instance where your code reads:
Dim sf As New StringFormat()
sf.LineAlignment = StringAlignment.Center
sf.Alignment = StringAlignment.Center
g.DrawString(Text, Font, New SolidBrush(Color.White), New Rectangle(0, 0, Width, Height), sf)
You are creating a StringFormat, and a SolidBrush, and a Rectangle.
The StringFormat and SolidBrush could be cached (by making them class-level variables). The Rectangle can also be cached by making it a class-level variable and updating it during the Resize event.