Beth Massi has been busy creating a number of great posts describing how to build add-ins to Excel, Outlook, Word, etc to work with data from an ADO.NET Data Service. The articles can be found here:
Also, Beth graciously offered to convert the code samples from the current "Using ADO.NET Data Services" whitepaper to VB as they are currently only available in C#. We're working on getting the VB snippets integrated into the document, but for now they are also available here.
ADO.NET Data Services, Program Manager