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 :)
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.