Let me give you a breakdown of the situation. A Web Page, Is stored on a server. A Server is a computer that is usually online all the time, and can offer some kind of connection (such as e-mail, a web page, ftp, etc). Your PC (most likely, the computer you are reading this post from), DOES NOT (unless you are really hosting your own web server), have your web page files stored on it (and if so, probably not the ones that people are viewing). Now, This web server (the computer that has your web pages on it), can run programs. You can create programs, that run on that computer, but have no effect on the computer you are surfing with right now. The computer (the server) that is hosting your web pages, probably is running unix of some kind. Perl, is a programming language, that comes with unix. PHP, is a programming language (well, it's an HTML Preprocessor, but to avoid confusion) that can be installed on the server to offer you that ability. CGI, stands for common gateway interface. This can, ultimately, be programmed in any language, that the server (the one that is storing and running your web page) understands and accepts. These "Server Side Programming" Languages, affect your web site. They can read information from the web page, and do a great number of things with it. They can store it in a file (ON THE SERVER [The one that is hosting your page]), send it to you in an e-mail, or any other creative idea's that come along..... the key here, is that they do it all on the server. So, Joe Someguy wants your service.... the server spits out your page to him. He sees it. He signs up. He clicks "submit". Your "Server Side Program" (be it, Perl, PHP, Bash, C, whatever the server understands), accepts the information that joe put in to the page, and saves it to a file. This is great! Joe SomeGuy Just signed up, and his information is stored in a file!!! That file is on the server (the computer that is hosting your page). That Means, It's Not on your PC, and certainly Not in an Access Database.
Now, Visual Basic (VB), is a programming language that runs in windows. When you make a program with it, it will only run in windows (for the sake of simplicity). Now, I'm guessing (since they offer CGI) that the server is NOT windows. So, VB will NOT run on the server. It will only run on your windows PC. That's easy enough. So the breakdown is: Perl and PHP are "server side." They process the web page, and save the data in a file on the server. Visual Basic can run on your windows PC (Most likely, Perl and PHP Can not). So Far, So Good.
Now, We Still Have A Problem. Joe still wants the service... and as far as I know, you know nothing about it, because the CGI saved his information in a file On The Server. It didn't e-mail you anything, it didn't send an IM to you.... it just simply made a file on the server. Now, it's your duty to get that file, know that the information in it is a new signup (or service or whatever), bring that information to your PC, Save It in your access database, and act accordingly (to whatever Joe wants). Well, How do you plan to go about doing that? Visual basic.
You create a program in VB, that connects to the server, says "hey server, I need the information from the web page." It will send that information To VB, who gets that information, alerts you somehow (sound, a message box, whatever), and saves the new information into the access database. Now all you have to do, is contact Joe and provide the service. I know this is a little chaotic... so, does that help to give you a better understanding of the breakdown?