Public Class PointComparerYX
    Inherits Comparer(Of Point)
 
    Public Overrides Function Compare(p1 As System.Drawing.Point, _
                                      p2 As System.Drawing.Point) As Integer
        Dim cy As Integer = p1.Y.CompareTo(p2.Y)
        If Not cy = 0 Then Return cy
        Return p1.X.CompareTo(p2.X)
    End Function
End Class

MyLocations.Sort(New PointComparerYX)