Here are links to some first class tutorials that I have found very useful:
Random Numbers - an insightful tutorial by Brian P. Duckworth. The best tutorial on Random Numbers that I have seen.
Creating your first ActiveX Control - Detailed and very clear step by step instructions. If this is your first attempt at ActiveX creation, you could not ask for a more solid foundation.
Using DLLs and the Windows API - A look at how to declare API and DLL functions in your programs and how to utilize the underlying power of Windows. How to use the API to harness the power of multimedia in your VB applications