'(' Expected Error

I'm just supposed to write something small where a Sub-procedure calls another sub-procedure and opens a message box within itself.
Open sub-procedure, message box ("subprocedure 1"), opens next subprocedure, etc.

This is the code I came up with:

Public Class Form1
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
Call Sub first()
End Sub
Sub first()
MsgBox("First")
Call Sub second()
End Sub
Sub second()
MsgBox("Second")
Call Sub third()
End Sub
Sub third()
MsgBox("Third")
End Sub
End Class

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It's telling me " '(' expected " for the first(), second() and third() parts and I'm not sure why.
I'm new to VB. Help?