Yup, the age-old Chicken or egg dilemma.
All companies want experienced people, but what do you do if you don't have any, yet?
Generally, if you don't have the experience, certificates are better than none.
Experiences, of course, are usually prefered over certificates.
With that said, Microsoft offers multiple certification categories. You will have to check out Microsoft's web site for more details. Then, you can decide which one is best for you. MSCE is recognized by companies all over the world that you have put in your time and effort, and you are serious about it.
Now, what you really want is experience. As to how to get it is depending on your situation. Basically, get something you can put down on your resume whether you get pay or not. What you want to show your potential employers is you are a problem solver. Besides technical competency, you must have good personal skills and know how businesses work. If you show enthusiasm and the willingness to learn, good companies will likely to take a chance on you, with or without certificates.
Don't fixate on certificates along. I am taking some technical classes, sadly some students in my classes without experiences are having false expectation that he/she will get a high paying job when he/she gets the certificate. No doubt, some will, but most won't.
As you can see, this is getting to have less to do with VB and more to do with career counseling. If you are a student, consult with your school's career center. If you are working, you may want to consult job placement companies. And don't forget to look in the company you are working at now.
The bottom line, certificates are useful, depending on how to use them.