If you're just starting with .NET I recommend that you download VS2005.net express. It's the newest version of Visual Studio and it's free for download on the microsoftsite.
Here's a link with some tuts. (2005) and here's the official tour...
I don't have 2003 but this is what I found on the net
1) File->Create Blank Solution
2) Select Visual C++ Projects -> Win32 Console Project.
3) Enter a name for the project (let's say you call it TEST and put it in <directory of your choice>).
4) Click Application Settings and check the Empty Project box (leave 'Console
application' radio button selected).
5) Click Finish.
Dim Adapter As New OleDbDataAdapter
Dim Command As New OleDbCommand
Dim xFrom As String = dtpFrom.Value.ToString.Substring(0, dtpFrom.Value.ToString.IndexOf(" "))
Dim xTo As String = dtpTo.Value.ToString.Substring(0, dtpTo.Value.ToString.IndexOf(" "))
sqlQuery = MainQuery ...