Here's an answer to cover the eventualities of what you failed to mention when explaining the problem, and what you're specifically trying to do...
Firstly if it is in fact ACS ACR125U-M1 it'll have a usb cable which generally makes devices like this plug and play. However, If you can't see the device, you may need to install a driver first, although highly unlikely. If there is a required driver and it is installed, windows would be able to see the device, and thus allow you to connect to it using vb.net or whatever language you chose.
To pre-programme the device, you would use whatever the applicable micro-controller is to read and write to the devices chipset, providing the device isn't protected.
Devices like this generally come with an SDK, so start looking though the CD that came with the device, as it will contain the documentation to connect your application with the language of your choice to the device.