Utilizing a timer, play around with the .Left property of the component. Increasing it's value will move it right and decreasing it's value will move it left.

ie.

vb Code:
  1. Label1.Left += 1

You'll then need to do something with the bounds of the form. I couldn't tell you what exactly, but some Google searches should yield some results.

*On a side note... marquee text is a bit unprofessional in my opinion. Thankfully, you don't see them in websites much anymore and I don't think I've ever seen them in desktop applications.