Узнать включен ли Caps Lock и Num Lock

Const WM_KEYDOWN = &H100
Const VK_CAPITAL = &H14
Const VK_NUMLOCK = &H90
 
Protected Overrides Sub OnLoad(e As EventArgs)
    MyBase.OnLoad(e)
    KeyStateChanged()
End Sub
 
Protected Overrides Sub WndProc(ByRef m As Message)
    Select Case m.Msg
        Case WM_KEYDOWN
            If m.WParam = VK_CAPITAL OrElse m.WParam = VK_NUMLOCK Then
                KeyStateChanged()
            End If
        Case Else
 
    End Select
    MyBase.WndProc(m)
End Sub
 
Private Sub KeyStateChanged()
    numlockLabel.Enabled = IsKeyLocked(Keys.NumLock)
    capsLabel.Enabled = IsKeyLocked(Keys.Capital)
End Sub

If e.KeyCode = Keys.CapsLock Then
            Label3.Text = IIf(My.Computer.Keyboard.CapsLock = True, "CapsON", "CapsOff")
        End If

'Предыдущее состояние
Private _prevState As Boolean
Protected Overrides Sub WndProc(ByRef m As Message)
    MyBase.WndProc(m)
    If _prevState Xor My.Computer.Keyboard.NumLock Xor My.Computer.Keyboard.CapsLock Then
        KeyStateChanged()
        _prevState = Not _prevState
    End If
End Sub
 
Private Sub KeyStateChanged()
    numLockLabel.Enabled = My.Computer.Keyboard.NumLock
    capsLabel.Enabled = My.Computer.Keyboard.CapsLock
End Sub