Now now, some people have finished RPGs. Like mine. Not a <i>good</i> example by any means, but still an example.

Visual Basic is crap for game programming. Seriously. I dedicated too much time in that to figure out how bad it was. You won't be able to accomplish much without spending too much time, and it would end up running slow anyway.

C++ would be something to look into if you want to make a career out of it, but if you just want to play around and make your own little thing, check out DarkBASIC, which I've purchased for only $30.

If you still want to go after VB for game programming, http://code.box.sk has some tutorials regarding it.