If you want to use VB.NET, you can go with XNA or SlimDX.
I have experience creating games with GDI + and XNA, and I can understand that GDI + is giving you problems. If I, wherever you check XNA, is much faster than GDI +, because it really uses your graphics card to draw, and it has a lot of good documentation and examples on the Internet.
SlimDX also looks good, but I have no experience with it. SlimDX is basically the DirectX API for .NET.
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