Can you be more specific about your issue? Is the code throwing an exception?
Here's a basic sub that will create a user. It's by no means complete, but it at least should test the plumbing.
Code:
Public Sub CreateUser()
' Create the web service client
Dim wsProxy As New UserManagementServiceProxy
wsProxy.Url = "http://example.com/services/usermanagementservice.asmx"
' Authenticate as an admin
Dim nToken As Nullable(Of Guid)
nToken = wsProxy.AuthenticateUser("admin", "admin")
If nToken.HasValue Then
Dim adminToken As Guid
adminToken = nToken.Value
'Create a user with no profile properties
Dim UserID As String
UserID = wsProxy.CreateUser(adminToken, "NewUserName", "NewPassword", Nothing, True)
End If
End Sub