how do i setup a very basic vb net app

This is going to sound very vague...but here it goes.  I am a pl/sql programmer with oracle db server.  I have a firm grasp on web apps, but i would like to create a windows app.... and I assume that vb net is the best programming language to use for this.  

My problem is that I do not know where to begin.  What do I need in order to make a basic program?  How do I start this?  Do I need some type of special vb.net development tool?

Can someone please outline how I can make a very simple app so I can have a better grasp on how to use vb.net.

THANKS IN ADVANCE