I was reading an MSDN article about HTTPModules and I saw this line:

Private Sub Application_EndRequest(ByVal [source] As [Object], ByVal e As EventArgs)

Why "source" and "Object" are between square brackets? Does that have a special meaning?

It indicates variable information in this case. The [Object] can either be--literally--"Object," or it can be something more specific (fro example).