I had the same problem when I found your question, so I gave up searching. The code I wrote resolved the problem for me.
In your project, create two buttons named cmdBack and cmdForward and try the following:
Private Sub cmdBack_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles cmdBack.Click
Try
Dim PrevForm As Form = Nothing
For Each ChildForm As Form In Me.MdiChildren
If ChildForm.Equals(Me.ActiveMdiChild) Then
If Not IsNothing(PrevForm) Then
Me.ActivateMdiChild(PrevForm)
PrevForm.Focus()
Exit For
End If
End If
PrevForm = ChildForm
Next
PrevForm = Nothing
Catch ex As Exception
End Try
End Sub
Private Sub cmdForward_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles cmdForward.Click
Try
Dim NextForm As Form = Nothing
For Each ChildForm As Form In Me.MdiChildren.Reverse
If ChildForm.Equals(Me.ActiveMdiChild) Then
If Not IsNothing(NextForm) Then
Me.ActivateMdiChild(NextForm)
NextForm.Focus()
Exit For
End If
End If
NextForm = ChildForm
Next
NextForm = Nothing
Catch ex As Exception
End Try
End Sub