First, read this: http://www.daniweb.com/forums/announcement58-2.html
Now, here's a few tips to get started:
Instead of trying to connect to databases straight away, if you are new to VB.NET, try making a 2-dimensional array (username and password only), then expand it to suit your needs. You will have to search the array for the username, then check the password that corresponds to that username.
Dim logindetails() as String
logindetails(0, 0) = "user1"
logindetails(0, 1) = "pass1"
logindetails(1, 0) = "user2"
logindetails(1, 1) = "pass2"
After you are OK with arrays, you can add databases to your project. You won't connect to Microsoft Access, but you will be able to use it to open the database file (*.mdb).
There is a splash screen template, when you are creating a new file for your project, and you can set a splash screen on the project properties.