You need to identify the step, otherwise it just adds one, since .0000001 + 1 > 1.0, it will exit after one loop.
For a As Double = 0.00000001 To 1.0 Step 0.0000001
And get rid of the a = a + ... at the bottom.
[Edit]
Given your example data, here is an easier way to find gamma that doesn't require 37,323,943 loops... Plus your code will miss it if they have an extra decimal place beyond the one you selected.
1. Create a string array.
2. Split the string (using String.Split) to split it based on line (Environment.NewLine).
3. Find the element that starts with "gamma"
4. Split that into 2 strings (using String.Split again), only on the ":" this time.
5. Use Double.Parse to parse the second element of #4 above and get the value.
There is no reason to loop through every possible value looking for a match...