' Draw a closed cardinal spline built from connected Bezier
' curves.
Public Sub DrawClosedCurve(ByVal gr As Graphics, ByVal _
    the_pen As Pen, ByVal dt As Single, ByVal tension As _
    Single, ByVal pts() As PointF)
    Dim control_scale As Single = CSng(tension / 0.5 * _
        0.175)
    Dim pt, pt_before, pt_after, pt_after2, Di, DiPlus1 As _
        PointF
    Dim p1, p2, p3, p4 As PointF
    Dim num_pts As Integer = pts.Length
    For i As Integer = 0 To pts.GetUpperBound(0)
        pt_before = pts((i - 1 + num_pts) Mod num_pts)
        pt = pts(i)
        pt_after = pts((i + 1) Mod num_pts)
        pt_after2 = pts((i + 2) Mod num_pts)

        p1 = pt
        p4 = pt_after

        Di.X = pt_after.X - pt_before.X
        Di.Y = pt_after.Y - pt_before.Y
        p2.X = pt.X + control_scale * Di.X
        p2.Y = pt.Y + control_scale * Di.Y

        DiPlus1.X = pt_after2.X - pts(i).X
        DiPlus1.Y = pt_after2.Y - pts(i).Y
        p3.X = pt_after.X - control_scale * DiPlus1.X
        p3.Y = pt_after.Y - control_scale * DiPlus1.Y

        DrawBezier(gr, the_pen, dt, p1, p2, p3, p4)
    Next i
End Sub

Also see Draw a smooth curve by hand in VB .NET for information on drawing non-closed curves.

For more information on graphics programming in Visual Basic 6, see my book Visual Basic Graphics Programming.