Look at the VB.NET samples on TheZbuffer.com, I think you will find a sample there. Alternatively, you can convert the PlaySound sample from the DirectX SDK into VB.NET.
I found this piece of code:
http://www.codeproject.com/csharp/messagebeep.asp
It seems to do the job, but how to extract only the generate beep part and convert it to Vb.net? I'm just a newbie programmer, so if anyone can do this, I would be most grateful!
So I need just the function to play a beep with frequency X and length of Y milliseconds.