If possible, use System.DirectoryServices.AccountManagement instead.
Dim LocalMachineContext As DirectoryServices.AccountManagement.PrincipalContext
Dim LocalGroupPrincipal As DirectoryServices.AccountManagement.GroupPrincipal
Dim DomainContext As DirectoryServices.AccountManagement.PrincipalContext
Dim DomainGroupPrincipal As DirectoryServices.AccountManagement.GroupPrincipal
LocalMachineContext = New DirectoryServices.AccountManagement.PrincipalContext(DirectoryServices.AccountManagement.ContextType.Machine)
LocalGroupPrincipal = DirectoryServices.AccountManagement.GroupPrincipal.FindByIdentity(LocalMachineContext, "Administrators")
DomainContext = New DirectoryServices.AccountManagement.PrincipalContext(DirectoryServices.AccountManagement.ContextType.Domain, "Domain", "DC=Domain,DC=Com", "UserName", "Password")
DomainGroupPrincipal = DirectoryServices.AccountManagement.GroupPrincipal.FindByIdentity(DomainContext, "DnsAdmins")
LocalGroupPrincipal.Members.Add(DomainGroupPrincipal)
LocalGroupPrincipal.Save()