You don't need the "+' sign to continue a ling of code on a new line.
You also have to return an object to call the method on. Your code seems to want to create an instance of "SubmitDocumentRequest.ProcessSubmitDocumentRequestMessage". That doesn't work for calling a method on an object.
To make your debugging life easier, don't use shortcuts. Try it this way:
Try
strMessageType = objXmlContentDoc.DocumentElement.LocalName
Select Case strMessageType
Case "SubmitDocumentRequestMessage"
Dim request As New SubbmitDocumentRequest
request.ProcessSubmitDocumentRequestMessage(aobjXMLInputSoapEnvelopeDoc, objXmlContentDoc)
Case Else
Throw New System.Exception("Unknown Message Type")
End Select
Catch ex As System.Exception("System Error: " + ex.Message, 3)
Return
End Try