NEver made an adventure...and probably never will
But with the support VB gives you for Classes and the forthcoming additional OO tools in VB7, I would use a customised linked list for each room.
Each room object can contain a collection of direction objects (or simple UDT). Each direction object contains a link to another room object. Direction objects have two labels (depending on which direction you are looking from) and may be enabled or disabled in each direction.
You would have to read in all of the serialised rooms and directions, but you will end up with a far easier way of dealing with events that can happen in rooms, objects/creatures that are present and other things that may change (such as night/day or weather conditions).
Each room object (and direction object for that matter) can implement an interface which accounts for any environmental changes that take place.
As I said, I've never made one so I cannot prove the worth of my suggestion. In OO terms though the theory is sound.
Regards