Drag-n-Drop Startup MsgBox

Question:

I have a project that I want to allow the user to drag and drop a file into it during launch.
This is not the same as AllowDrop where you drop the file into the application while it is currently running,
but instead Dragging a file into the projects icon, or actual executable.

Can someone show me, or direct me to a link with the code for this event? A simple MsgBox("Hello") example
would be great, thanks.