I just discovered that Philippe Lasserre has updated his free PDF book (1088 pages) to train VB.Net beginners.
I you can read in French (the only catch!), visit http://plasserre.developpez.com/cours/vb-net/ and download it.
The book covers Windows Forms, WPF as well as all the basics (OOP, database access, language syntax, IDE, ...).
If you read French, this is a must have!