Option strict will dissallow implicit conversions, for one thing. This line, for instance, implicitly converts a number to a string:

Label1.Text -= SC + 1

It will work, but it is quite inefficient. Other implicit conversions, especially where you are working with strings and the + operator, may do something totally different from what you expect (because + can either concatenate two strings, or add two numbers, so you are hoping that it chooses what you want). Therefore, option strict will prevent some subtle bugs, as well as making the code run faster (though in this case you won't notice it).

You can set Option Strict ON by going to the Compile tab on Project|Properties. Once you do this, you will get LOTS of errors in your code. Kind of a pain, but now is the time to learn good habits, and this is a VERY good habit.