How to make/register our own event for page load ex: MyPage_Load()

If I understood your requirement correctly you want to change the delegate to the Load event of your page.

Open your WebForm1.aspx.cs file , you have a method InitializeComponent in WebDesigner generated code, where this event is suscribed. you could change this to any name you like.

private void InitializeComponent()
{
   //this.Load += new System.EventHandler(this.Page_Load);
    this.Load += new System.EventHandler(this.MyPage_Load);
}