There are many examples online - this was the first link provided by google, and it seems to be fairly straight-forward (though it is ofc in C# as most (!) examples will be, since VB is a relatively new XNA tool). Most of the eamples, I browsed, were simple 2d-buttons implementing only equivalents of VB mousehover and mouseclick events. You can ofc expand this to include mesh-buttons with texture-change on hovering and zooming or rotation for dragging/clicking. The only limitation is your imagination.