How do you write a simple program in Visual Basic 2010

From the ToolBox...
Place a Label (Label1) onto the Form and change its Text Property to "What is your name:".
Place a TextBox (TextBox1) to the right of the Label.
Place a Button (Button1) to the right of the TextBox and change its Text Property to "OK".

Now Double Click on the Button to get the handler stub:

Public Class Form1

    Private Sub Button1_Click(sender As System.Object, e As System.EventArgs) Handles Button1.Click

    End Sub

End Class

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Next, retrieve the value from TextBox1 using its Text Property and concatenate that with your message.  Store that in a String variable and display it with MessageBox.Show();

Public Class Form1

    Private Sub Button1_Click(sender As System.Object, e As System.EventArgs) Handles Button1.Click
        Dim msg As String = "Hello " & TextBox1.Text & "!"
        MessageBox.Show(msg, "Greeting", MessageBoxButtons.OK, MessageBoxIcon.Information)
    End Sub

End Class

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