Get the Sam's teach yourself Visual Basic 6 in 24 hours... It comes with the Visual Basic 6 Learning Edition, Like the other free and distributable editions I don't believe you can compile. The book itself is only 20 bucks. This is a good way to get into developing desktop application. VB6 is a good start, but if you want to venture further, .NET should be a nice investment.
If you are a student you can check out
http://www.edu.com
You can get stuff like Visual Studio .NET Professional for $100. Not a bad deal if your a student. Beware though, don't be lazy in VB6 like don't do this
textbox1 = "hi"
instead do this
textbox1.text = "hi"
when you go to .NET, VB is not as friendly as 6.
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