I offered a full source code for my console HttpDownloader. It can continue incompletely downloaded file in case download was interrupted! You can use it for reference. Sorry, it is in C#, so you could translate a small piece of the code into VB.NET (it's really small, you can use this automatic converter: http://www.developerfusion.com/tools/convert/csharp-to-vb/
]). Besides, if you need good help in .NET, you really need at least some understanding of C#.
So, here is my program: how to download a file from internet