There is no "long click" type of event for a control itself.
I think a mousedown event on a form will only apply to the form on which the code resides and won't affect any mouse clicks anywhere else. You'd get the system time at the point of the mouse click, loop until you arrive at the new time (start time + specified interval) and at the end of the interval, check if the button is still depressed. This would require diverting to another function (not sub) that returns the mouse button state value. So a lot of code for what seems like a weird goal, and upon every mouse click on the subject control(s), you would not be able to do anything until after the function runs, which is after the loop finishes. Why would you care if I, as a user, held a mouse button down for several seconds, especially if you're going to force user to move off the control to respond to a prompt.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.