The problem is possibly in your Regional settings - date is formatted to some, which SQLServer cannot understand. The universal way is:

insSql = "INSERT INTO an_paymenthdr (PaymentDate) VALUES(@PaymentDate)"
Dim insCMD As New SqlCommand(insSql, myConn.oAdoNetSql_Conn)
insCMD.Parameters.Add("@PaymentDate", SqlDbType.DateTime).Value = Date.Today