In order to add a subdomain programatically, you'll need to somehow update the authoritative DNS server's configuration and a website's DNS server is typically not on the same server (it wouldn't be good practice to do that anyway.) The Windows DNS server stores its domain and subdomain information in a text file, and the DNS server loads that file when it restarts.
If your DNS server is a Windows DNS Server and you have file write access to it, you could have VB.NET modify that text file, but then you've have to force the DNS server to restart. If you are controlling the servers, i.e. your servers are co-located or you have full access, you could write a web service for the machine hosting the DNS Server, and that web service could modify the text file and stop and restart the DNS service (I assume this is possible but I've never tried it to be sure.) I don't think you can interact with a standard (non Active-Directory integrated) DNS server with ADSI, but maybe you can. Of course this would take the DNS offline for a few seconds every so often.
However, your best option is probably to use a Dynamic DNS server and buy or build a component to update the DNS since DDNS was designed for this. You could use a Dynamic DNS service, or get your own DNS server software that supports DDNS such as DNS Commander and host on a co-located server. I was able to find one component called BlackBytes DNS for .NET that claims it "Dynamically updates a DNS zone with addition or deletion records (RFC 2136)" and a license costs US$169.
I hope this helped? If so, it'd be nice to know what you end up doing (email me.) Also, if my post was really helpful to you, even if you just found this via Google and are not Mohammed Elnahrawi, why not return the favor? Check out my How-To-Select Guides for .NET Developers, and register to be notified when we publish future Guides.
P.S. Here are some other useful links for DNS and DDNS:
http://www.zoneedit.com/doc/dns-basics.html
http://labmice.techtarget.com/networking/dns.htm
http://www.incognito.com/pdf/WP_IP_IPmanagementchallenges.pdf
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-Mike Schinkel
Publisher; How-To-Select Guides - .NET Developer Series