When you say "Windows VB Application" I assume you mean a regular old forms-based standard EXE project.
It wouldn't need to be web based. You just partition the application into a multiuser server-side piece and a fat-client GUI piece. Then glue the ends together with whatever fits your purpose.
Otherwise you'd need to use something like Terminal Server to provide remote desktops to users.
About the only other option is to use some sort of remote-database technology, like having your existing application sit on every desktop and connect to a SQL Server, Oracle, etc. database over the 'net. These are hard to secure without using a VPN though and the network traffic levels can be problematic.
Everything but a "remote control" type of technology (Terminal Server, VNC, etc.) means the user has to install application code though.
Even remote desktop approaches may require a little application rework to make sure it operates properly in a multi-user world. Temporary file collisions, registry entries for persistent per-user settings, etc. must be accomodated. If there is just one user though it should work as is.
To get your feet wet without hassle I'd try Win XP Remote Desktop Sharing. If you want to test it out with Windows desktop OSs older than XP (Win2K Pro, NT 4 Desktop, Win9x) you can always use NetMeeting Remote Desktop Sharing - which isn't bad for occasional use over a LAN.