newbie question!

I'm programming a little game.
I'm using pictureboxes with a move function and a timer. But it's not efficient. What should I use and how?

You should use bitblt, an API call. You can learn about it from this link:

http://vbden.tripod.com/articles/invmask.htm

or Fox's website:

http://foxmccloud.tsx.org/

There's also an article on how to make a Lander game here at VB-World ;)