I'm Professional in VB6,VB.Net 2003,VB 2005 and i want to start in game programming but i don't know from to start study.
Some friends tell me to study DirectX, but i found it hard to self study and there is no books in vb and DirectX (Almost), Anybody have any idea to start in it in simple way

The Game Programming from Scratch
flyonthewall
Here are some engines that you can take a look at.
You can also google.com for some games + source code.
Have a great time developing games. We all are ;)
BruceJohnson
jporto
TeamWild
Here are some Managed DirectX tutorials that have been ported to VB.NET: http://www.drunkenhyena.com/cgi-bin/dx9_net.pl
And here is an Italian website with tons of more advanced MDX samples in VB.NET: http://www.robydx.135.it It may take some digging to find what you're looking for, but according to the admin, the samples are written and documented in English.