untested, but try this code:

Code:
Imports System
Imports System.Xml
Imports System.Xml.Schema
Imports System.Xml.XPath

Public Class Form1

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        Dim myDocument As New XmlDocument
        myDocument.Load("C:\somefile.xml")
        myDocument.Schemas.Add("namespace here or empty string", "C:\someschema.xsd")
        Dim eventHandler As ValidationEventHandler = New ValidationEventHandler(AddressOf ValidationEventHandler)
        myDocument.Validate(eventHandler)
    End Sub

    Private Sub ValidationEventHandler(ByVal sender As Object, ByVal e As ValidationEventArgs)
        Select Case e.Severity
            Case XmlSeverityType.Error
                Debug.WriteLine("Error: {0}", e.Message)
            Case XmlSeverityType.Warning
                Debug.WriteLine("Warning {0}", e.Message)
        End Select
    End Sub

End Class