Add SQL loader Reference to VB.net project

That is a pretty vague question.  What database are you using?  What do you mean by "SQL Loader"?

I am using Oracle. I want to be able to automate the running of this application sqlldr.exe from a windows app.

You should be able to use the Process.Start to execute any executable, like SQLLDR.EXE.

Example:

Process.Start Method
http://msdn.microsoft.com/en-us/library/e8zac0ca.aspx

Imports System
Imports System.Diagnostics
Imports System.ComponentModel


Namespace MyProcessSample

    Class MyProcess

        Public Shared Sub Main()
            Dim myProcess As New Process()

            Try                ' Get the path that stores user documents.

                myProcess.StartInfo.UseShellExecute = False
                ' You can start any process, HelloWorld is a do-nothing example.
                myProcess.StartInfo.FileName = "C:\\HelloWorld.exe"
                myProcess.StartInfo.CreateNoWindow = True
                myProcess.Start()
                ' This code assumes the process you are starting will terminate itself. 
                ' Given that is is started without a window so you cannot terminate it 
                ' on the desktop, it must terminate itself or you can do it programmatically
                ' from this application using the Kill method.
            Catch e As Exception
                Console.WriteLine((e.Message))
            End Try
        End Sub 'Main
    End Class
End Namespace

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Im hoping that there is a DLL that i can add to my application that will give me addtional options over just running the exe.