http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=983493&SiteID=1
has a solution to the problem (incorporated in the code below)
which works for Visual Studio 2005 (Visual Basic 2005 Express,
Framework 2.0), but not for Visual Studio .NET 2003 (VB 2003
.NET, Framework 1.1).

Here's how to reproduce the problem using either Visual Basic
.NET 2003 or Visual Basic 2005:

Start a new Windows Application project - WindowsApplication1.
This gives Form1.vb.
Add a Module to the project - Module1.vb
Replace the empty Module1 code with the following code:

Imports System.Environment

Module Module1

Declare Function AttachConsole Lib "kernel32" (ByVal
dwProcessId As Int32) As Boolean
Declare Function FreeConsole Lib "kernel32.dll" () As Boolean

Sub Main()
Dim args As String() = GetCommandLineArgs()
If args.Length = 1 Then
'No arguments so show windows form
Dim frmMain As New Form1
Application.Run(frmMain)
Else
AttachConsole(-1)
Console.WriteLine("Arguments supplied")
FreeConsole()
End If
End Sub

End Module


For VB 2003, in Project - Properties, leave Output type as
Windows Application and change Startup object to Sub Main.
For VB 2005, in Project - Properties, untick Enable application
framework, leave Output type as Windows Application and change
Startup object to Sub Main.

Build the project, then open a command prompt and run
WindowsApplication1.exe from it as follows:

1. With no arguments.  The form is displayed and the command
prompt returns immediately, allowing other commands to be
entered.  Required behaviour.

2. With any number of arguments.  The 'Arguments supplied' is
displayed for the VB 2005 application, but not for VB 2003.

3. Run it from Windows Explorer.  The form is displayed and a
separate console window is not opened.  Required behaviour.

So case 2 isn't working as required for VB 2003.

The AttachConsole and FreeConsole functions described in the link
above make case 2 work for VB 2005.

For the VB 2003 application, it fixes case 2 for a Debug build,
but has no effect for a Release build, which is exactly the same
findings as
http://groups.google.co.uk/group/microsoft.public.dotnet.languages.vb/msg/2d1643af7419e141

I'm interested in why it doesn't work for the VB 2003 Release
build, and any ideas for alternative fixes.

cheers,

Imports System.Environment
Imports System.IO
 
Module ControlDriver
 
    Declare Function AttachConsole Lib "kernel32" (ByVal dwProcessId As Int32) As Boolean
    Declare Function FreeConsole Lib "kernel32.dll" () As Boolean
 
    Dim args As String()
    Dim OriginalColor As System.ConsoleColor
 
    Sub Main()
        args = GetCommandLineArgs()
        AttachConsole(-1)
        OriginalColor = Console.ForegroundColor ' Establece el color original de la consola
        Console.ForegroundColor = ConsoleColor.Green
        Console.WriteLine("=== XXXX ===") ' Header
        Console.ForegroundColor = OriginalColor
        Dim frmMain As New Form1
        Application.Run(frmMain)
    End Sub
 
    Private Function Instalar() As Boolean
..........