Finalement j'ai réussi a me débrouiller. Voila mon code:

 
Imports System.IO
Public Class Form1
 
    Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
 
        Try
            Directory.GetFiles("C:\Program Files", "*.*", SearchOption.AllDirectories)
            Dim monStreamWriter As StreamWriter
            monStreamWriter = New StreamWriter("C:\Liste.txt")
            Dim dossiersTrouvé = Directory.GetDirectories("C:\Documents and Settings\bl")
            For Each ligneD In dossiersTrouvé
                monStreamWriter.WriteLine(ligneD)
            Next
            Dim fichiersTrouvé = Directory.GetFiles("C:\Documents and Settings\bl\Bureau", "*.*", SearchOption.AllDirectories)
            For Each ligneF In fichiersTrouvé
                monStreamWriter.WriteLine(ligneF)
            Next
            monStreamWriter.Close()
            Me.Close()
        Catch ex As Exception
            TextBox1.Text = ex.Message
        End Try
 
    End Sub
 
End Class