good start , move as far away from visual basic as you can get , vb should be renamed to pile of shit made by the devil , well not literally but bill does hold the pc world by the balls , and as wel all know , pc's will one day controll the planet..
i'm not sure if its still there as im out of dev section for it but i posted a direct dll hack sourcecode for vc 2 in the vc 2 developement section it would be a good idea to see if someone still has it , then ask them for it as it will help you gain ac cess into the world of dll environments.
anyway well done mess
hope you get it working
btw dont look at virtualprotectex instead look into virtualprotect , as virtualprotectex is when your inside the process
virtualprotect is when using an outside programme so look into this, which you are making.