Some helpful sites you might want to start reading at are:

GameDev.net and Gamasutra.com.

These tend to teach you industry practices.  I usually try to solve the problem myself first, and if I become too fustrated, I check out how everyone else does it. ;]  Though, I am not a big fan of game development.

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I've got spurs that jingle jangle jingle.
As I go riding merrily along.
And they sing, "Oh, ain't you glad you're single?"
And that song ain't so very far from wrong.

However, I'm not sure if DirectX is quite what you're after, since you seem pretty new to the whole game programming thing. If I was you I'd just Google for some simple tutorials on VB game programming and see what comes up.

Good luck with it anyway :)

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"I am against religion because it teaches us to be satisfied with not understanding the world."