There are lots of options. Example you could create a robot that uses servos and maybe have the servos controlled by a Lynxmotion SSC-32. This servo controller (and others like it), take commands over a serial port and take care of the servos for you. You can now hook up your robot to your PC. Could do this with simple RS232 line, or could make it wireless by Blue-tooth or XBee or WIFI type module. If you go the wireless route, you just need one that is set up to a serial port (could be RS-232 level or 5V TTL level signals).
Then on the PC you need a matching module, which depends on the method you choose. But for now lets assume one that sets up a serial port on your PC. You then simply need to set up your VB program to talk to this serial port and have it issue the appropriate commands to the servo controller. I have done this in the past where I had my VB application emulate my XBEE Remote control (more details up on Lynxmotion forums...).
Again many other options. If you wish to stick with VB you could purchase one of the small single board PC boards... Or while not VB you could purchase a Micro controller that is controlled by a form of Basic. Examples include: Parallax - Basic Stamps and Basic Micro - Basic Atom ...