Hello,
I am not at all a directx expert, but when I read your clarification, I started to think - what is the end result you want exactly?
If that is a program that takes screenshots in windows, no matter, be it fullscreen or windowed mode,
then I believe that directx is not necessary needed.
I have a program written, that takes a screenshot +webcam shot every nth second, and if that is what you are seeking for, then I can convert it from c# to vb.net for you.
All the best,
Oskars