You can create your flash movie using Adobe Flash. Once you've created your movie, you can export it as an SWF (.swf format). The .swf can be dropped into your web page (I'm assuming that you're building a .aspx page using VB.Net, if not, you should provide more detail) using one of the methods described here.
Flash utilizes its own programming language called action script. It is totally different than VB.Net. Not to mention the graphics in Flash ... these must be created within Flash (using drawing tools or programmatically) or in another application (like Photoshop or Fireworks).