Your VB.NET Code will be something like this.
Dim first, last As String
first = "<p>"
last = "</p>"
Dim RE As New Regex(first + _
"(?<MYDATA>.*?(?=" + last + "))", _
RegexOptions.IgnoreCase Or RegexOptions.Singleline)
Dim m As Match = RE.Match(yourData)
' got the result
Dim output As String
output = m.Groups("MYDATA").Value