I would suggest you check everything in simple block and step by step

1. Simple led blink or PWM : This will confirm your configuration fuse and OSC setting are fine
2. Use low baudrate 2400-9600 baud and dump some text string to your PC using Hyperterminal or MicroCode Studio Serial communicator.
3. read the simple VB6 tutorial bellow
http://www.rentron.com/VisualBasic.htm

4. post the whole project (PIC code, config fuses, VB code and schematic) here.

good luck