Now I've seen this in various other languages and I thought I'd post one here for all your VB lovers. For some reason got it into my head to throw this together this afternoon so here we go:
This is assuming an input of two integers: a lower limit and an upper limit. And the code will capture any prime numbers between the two.

CODE

        Dim lowerLimit, upperLimit, primeNumber As Integer
        Dim isPrime As Boolean = False

        lowerLimit = CType(TextBox1.Text, Integer)
        upperLimit = CType(TextBox2.Text, Integer)

        While lowerLimit < upperLimit

                primeNumber = lowerLimit

                If primeNumber = 2 Or primeNumber = 3 Then
                    isPrime = True
                ElseIf primeNumber = 1 Then
                    isPrime = False
                ElseIf primeNumber = upperLimit Then
                    Exit While
                Else
                    For i As Integer = 2 To (primeNumber - 1)
                        If primeNumber Mod i = 0 Then
                            isPrime = False
                            Exit For
                        Else
                            isPrime = True
                        End If
                    Next
                End If

                If isPrime = True Then
                    TextBox3.Text += primeNumber & vbCrLf
                End If

                lowerLimit += 1
        End While


As you can see, I used two textboxes for the lower and upper limit values and then when I found a prime number, I output it to a third multiline textbox. I skipped over 1-3 as one is of course not a prime number and then two and three do not fit well into the for loop with values. Which is why I started the for loop at 2 and looped up to the upperlimit minus 1. This is, of course, because a number is always divisible by 1 and itself (the definition of a prime number). If the loop ever catches a number that is divisble by another number with a 0 remainder it flags the number as non-prime and exits the loop. Otherwise it will continue looping through until it reaches one less than the upper limit.

Hope this helps someone out there.