1. Open new project of Standart EXE type.
2. Add standart module to the project (Project|Add module)
3. Right-click in project explorer of the Form1 and remove it.
4. In module add:

Sub Main()
{type your code here}
End Sub

5. In Project properties (Project|Project1 Properties, if you do not change the project name) on the General tab in "Startup object" combobox select "Sub Main".