I found this article:
Show menu programmatically in WPF - Stack Overflow[
^]
And have modified my code a bit.. It is still not working as I'd like. I need to sort out the order of event firing, but this might work
Private Sub mData_Click(sender As Object, e As RoutedEventArgs) Handles mData.Click
e.Handled = True
If InputBox("Password:", "Password") = "**" Then
Dim dataMenu As System.Windows.Controls.MenuItem = mData
dataMenu.IsSubmenuOpen = True
End If
End Sub