I have tried it with the onitemcommand code below. Still nothing comes through there but edit commands.

Imports System
Imports System.ComponentModel
Imports System.IO
Imports System.Web.UI
Imports System.Web.UI.WebControls
Imports System.Xml.Serialization
Imports Microsoft.SharePoint
Imports Microsoft.SharePoint.Utilities
Imports Microsoft.SharePoint.WebControls
Imports Microsoft.SharePoint.WebPartPages
'Imports EU.SharePoint.Utilities

'Description for AccountCreator.
"), XmlRoot(Namespace:="EU.SharePoint.UI.WebParts.AccountCreator")> _
Public Class AccountCreator
Inherits Microsoft.SharePoint.WebPartPages.WebPart

Private Const _defaultText As String = ""

Dim _text As String = _defaultText

_
Property [Text]() As String
Get
Return _text
End Get

Set(ByVal Value As String)
_text = Value
End Set
End Property

'This method gets the custom tool parts for this Web Part by overriding the
'GetToolParts method of the WebPart base class. You must implement
'custom tool parts in a separate class that derives from
'Microsoft.SharePoint.WebPartPages.ToolPart.
'Returns an array of references to ToolPart objects.
Public Overrides Function GetToolParts() As ToolPart()
Dim toolParts(2) As ToolPart
Dim wptp As WebPartToolPart = New WebPartToolPart
Dim custom As CustomPropertyToolPart = New CustomPropertyToolPart
toolParts(0) = wptp
toolParts(1) = custom

'AccountCreator ToolPart is added here
toolParts(2) = New AccountCreatorTP
Return toolParts

End Function

'Render this Web Part to the output parameter specified.
Protected WithEvents _dgReqs As DataGrid
Private _dsReqs As DataSet
Private _lbl As Label
Private _col As BoundColumn
Protected _edtCol As EditCommandColumn
Private Const VS_Cur_Sort_Ord As String = "CurrentSortOrder"
Private Const VS_Cur_Sort_Exp As String = "CurrentSortExpression"
Private _CurSortOrd As String
Private _CurSortExp As String
Private _list As SPList
Private _web As SPWeb
Private _dv As DataView
'build toolpart to set this value
Private _fields() As String

Protected Overrides Sub RenderWebPart(ByVal output As System.Web.UI.HtmlTextWriter)

EnsureChildControls()

_dgReqs.RenderControl(output)

_lbl.RenderControl(output)

End Sub

Protected Overrides Sub CreateChildControls()

'Get the references to the web and List where the User Agreements are stored
_web = SPControl.GetContextWeb(context)
'The list name should be set from the tool part
_list = _web.Lists("User Request form")

'Set the current sort order and expression
Dim SortOrd As String = CStr(viewstate(VS_Cur_Sort_Ord))
Dim SortExp As String = CStr(viewstate(VS_Cur_Sort_Exp))

Try
If SortOrd <> "" Then
Me._CurSortOrd = SortOrd
Else
Me._CurSortOrd = enuSortOrd.ASC.ToString
End If

If SortExp <> "" Then
Me._CurSortExp = SortExp
Else
'Ideally this would be set in the tool part
Me._CurSortExp = "Last"
End If
Catch ex As Exception
End Try

'Save the sort order and expression in the viewstate
viewstate(VS_Cur_Sort_Ord) = _CurSortOrd
viewstate(VS_Cur_Sort_Exp) = _CurSortExp

'Create the DataGrid
If _dgReqs Is Nothing Then
_dgReqs = New DataGrid
With _dgReqs
.AllowSorting = True
.AllowPaging = True
.AutoGenerateColumns = False
End With
End If

'Create the edit column
_edtCol = New EditCommandColumn
With Me._edtCol
.ButtonType = ButtonColumnType.LinkButton
.EditText = "Edit"
.CancelText = "Cancel"
.HeaderText = "Actions"
.UpdateText = "Update"
.Visible = True
End With
_dgReqs.Columns.Add(_edtCol)
AddHandler _dgReqs.EditCommand, New DataGridCommandEventHandler(AddressOf Me._dgReqs_EditCommand)
AddHandler _dgReqs.UpdateCommand, New DataGridCommandEventHandler(AddressOf Me._dgReqs_UpdateCommand)
AddHandler _dgReqs.CancelCommand, New DataGridCommandEventHandler(AddressOf Me._dgReqs_CancelCommand)
AddHandler _dgReqs.SortCommand, New DataGridSortCommandEventHandler(AddressOf Me._dgReqs_SortCommand)

'Create the data columns
If _fields Is Nothing Then
_fields = New String() {"Command", "Rank", "Last", "First", "Middle"}
End If
AddCols(_fields)

'Fill and bind the DataGrid
BindData(_CurSortExp, _CurSortOrd)

Controls.Add(_dgReqs)

'Create the label for success/failure reporting
_lbl = New Label
_lbl.Text = Me._CurSortOrd & " " & Me._CurSortExp
Controls.Add(_lbl)

Me.ChildControlsCreated = True

End Sub

Protected Sub AddCols(ByVal fields As String())

For count As Integer = 0 To fields.Length - 1
_col = New BoundColumn
_col.DataField = fields(count)
_col.HeaderText = fields(count)
_col.SortExpression = fields(count)
_dgReqs.Columns.Add(_col)
Next

End Sub

Private Sub BindData(ByVal sortExp As String, ByVal sortOrd As String)

'Create and load the dataset
_dsReqs = New DataSet
For Each li As SPListItem In _list.Items
_dsReqs.ReadXml(New StringReader(OpenItemAsString(li)))
Next

_dsReqs.Tables(0).DefaultView.Sort() = sortExp & " " & sortOrd

'Bind the data
With _dgReqs
.DataSource = _dsReqs.Tables(0).DefaultView
.DataBind()
End With

End Sub

'Public Sub _dgReqs_OnItemCommand(ByVal sender As Object, ByVal e As DataGridCommandEventArgs)

' System.Diagnostics.Debug.Write(e.CommandName)
' Me._lbl.Text = "event fired"

' Dim row As DataRow

' For count As Integer = 0 To _dsReqs.Tables(0).Rows(e.Item.ItemIndex).ItemArray.Length - 1
' _lbl.Text = _lbl.Text & _dsReqs.Tables(0).Rows(e.Item.ItemIndex).ItemArray(count).ToString() & vbCrLf
' Next
' If e.CommandName = "Edit" Then
' _dgReqs.EditItemIndex = e.Item.ItemIndex
' BindData(_CurSortExp, _CurSortOrd)
' Me._lbl.Text = "edit"
' ElseIf e.CommandName = "Cancel" Then
' _dgReqs.EditItemIndex = -1
' BindData(_CurSortExp, _CurSortOrd)
' Me._lbl.Text = "cancel"
' ElseIf e.CommandName = "Update" Then
' _dgReqs.EditItemIndex = -1
' BindData(_CurSortExp, _CurSortOrd)
' Me._lbl.Text = "update"
' End If

'End Sub

Public Shared Function OpenItemAsString(ByVal Item As SPListItem) As String

'Variable used to store the byte array
Dim bytes As Byte()

bytes = Item.File.OpenBinary()

Dim encoding As System.Text.Encoding = System.Text.Encoding.UTF8

Dim str As String = encoding.GetString(bytes)

Return str

End Function

Private Sub _dgReqs_EditCommand(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridCommandEventArgs) Handles _dgReqs.EditCommand
System.Diagnostics.Debug.Write(e.CommandName)
_dgReqs.EditItemIndex = e.Item.ItemIndex
BindData(_CurSortExp, _CurSortOrd)
Me._lbl.Text = "edit fired & " & _dsReqs.Tables(0).DefaultView.Item(e.Item.ItemIndex).Item("Last").ToString
End Sub

Private Sub _dgReqs_SortCommand(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridSortCommandEventArgs) Handles _dgReqs.SortCommand

Dim NewSortExp As String = e.SortExpression

Dim CurSortOrd As String = CStr(viewstate(VS_Cur_Sort_Ord))
Dim CurSortExp As String = CStr(viewstate(VS_Cur_Sort_Exp))

If NewSortExp = CurSortExp Then
'The sort expressions are the same so reverse the order
If CurSortOrd = "ASC" Then
CurSortOrd = "DESC"
Else
CurSortOrd = "ASC"
End If
Else
'The sort expressions are different so update the sort expression and set asc order
CurSortExp = NewSortExp
CurSortOrd = "ASC"
End If

'Update the viewstate with the new values
viewstate(VS_Cur_Sort_Ord) = CurSortOrd
viewstate(VS_Cur_Sort_Exp) = CurSortExp

'ReBind the data
BindData(CurSortExp, CurSortOrd)

End Sub

Private Sub _dgReqs_UpdateCommand(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridCommandEventArgs) Handles _dgReqs.UpdateCommand

'Ad constructor goes here
Me._lbl.Text = "Update Fired"

End Sub

Private Sub _dgReqs_CancelCommand(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridCommandEventArgs) Handles _dgReqs.CancelCommand
_dgReqs.EditItemIndex = -1
BindData(_CurSortExp, _CurSortOrd)
Me._lbl.Text = "cancel fired"
End Sub
End Class