<p>Is anyone aware of a reasonably well documented example of simulated annealing in Visual Basic that I can examine and adapt?</p>

This project looks pretty well documented:
http://www.codeproject.com/KB/recipes/simulatedAnnealingTSP.aspx
. It's C# but contains only one important source file (TravellingSalesmanProblem.cs) so it's pretty easy to run it through a converter. Maybe:
http://labs.developerfusion.co.uk/convert/csharp-to-vb.aspx
?
MSDN magazine also had an interesting article on
neural networks
. As I understand simulated annealing, you can add it to other function estimation methods (like neural nets). So you could add simulated annealing to the MSDN VB code by shrinking the Momentum over time. The network starts 'hot' by backpropagating error with a large Momentum and slowly 'cools' by shrinking the Momentum and thus reducing the effect of output error in backpropagation.
Cheers.