Trabajando con Progress Bar

Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load

ProgressBar1.Minimum = 0
ProgressBar1.Maximum = 100
ProgressBar1.Value = 0

End Sub

Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click

If ProgressBar1.Value <= 95 Then 'Pongo 95 para que no se desborde (lo mejor es controlar el valor en una variable y luego pasarle el valor controlado al progressbar
ProgressBar1.Value += 5
End If

End Sub

Private Sub Button2_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button2.Click

If ProgressBar1.Value >=5 Then
ProgressBar1.Value -= 5
End If

End Sub

Esto es de nota (controlar un progressbar con la rueda del ratón, en cuanto puedo lo pruebo:

Private Sub Form1_MouseWheel(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles MyBase.MouseWheel

If e.Delta > -1 Then
If ProgressBar1.Value <= 95 Then
ProgressBar1.Value += 5
End If
Else
If ProgressBar1.Value >= 5 Then
ProgressBar1.Value -= 5
End If
End If

End Sub