don't worry, you're not the only person in the world who wants to connect to Oracle via VB
.Net, there's two of us...
I've not seen any specific books on how to do this but, it's similar to setting up a connection to any other odbc.
Have a look in the help files for the .Net package, as there is info there and you'll benefit more by reading the info from Microsoft ( seeing they created the package and all...)
Further info is also available on the MSDN website but again it takes some time to read through.
Persevere and you'll find the answers, good luck!