Bashkim sent me an email from Kosova asking if I had any good advice on how to get started with the managed API. I get this question very often when I'm at events and people find out what I do. Seems there's oodles of people who know AutoCAD inside and out and can program using Lisp of VBA/VB but haven't been able to make the jump to .Net.
The first tip I can give you is: learn to program in VB.Net first. If you already know how to program in VBA/VB6 this should be fairly easy but there are some inherent differences that you'll need to understand before you can really get going. Sites I visit for VB.Net samples and information are The Code Project and the .Net area of Planet Source Code. You can also visit the Visual Basic Developer Center for some great tutorials to get you going.
To get into the managed API, there's not too many places you can go. Kean Walmsley's blog Through the Interface is by far the best resource for insight into the API. He focuses mostly on C# but you can use a code translator to get to VB.Net if needed. There's two news groups I frequent The Swamp (.Net section) and the Autodesk Discussion AutoCAD .Net Group.