Splash screen help, Sub Main? Threading?

I hate to be vague in my title, but to be honest I have started too many splash screen threads lately. I am still looking for an answer.

Before I go on, I have to mention that I need a VB.Net solution. C# won't work for me, I have no java, C++, or C# experience at all.

My program takes a while ot load and the user has no way of knowing that anything at all is happening. I would like to make a splash screen. I have attempted to add a class and use a custom Sub Main() but I admit my knowledge of this is pretty limited. I have used it in VB6, but in VB6 I was able to use Load and Show pretty easily.

Can anyone point me to an example of a two form splash screen example. To make it even harder, it would be ideal if the example had threading example so I can learn how to load things in the backround during down time.

I recently bought 2 books on the compact framework that came highly recommended, but to be honest I was disappointed in how little information they held in 800-1000 pages.