Just to be clear about it all. This is what MyMaster.master.vb should look like in a VB-based system:

Imports CMS.UIControls

Partial Class CMSTemplates_MySite_MyMaster
Inherits TemplateMasterPage

Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
CreateChildControls()
OnPreRender(e)
End Sub
Protected Overloads Overrides Sub CreateChildControls()
MyBase.CreateChildControls()

Me.PageManager = Me.CMSPageManager1
End Sub
Protected Overloads Overrides Sub OnPreRender(ByVal e As EventArgs)
MyBase.OnPreRender(e)

Me.ltlTags.Text = Me.HeaderTags
End Sub

End Class

The first line, Imports CMS.UIControls, is missing from the documentation.

You also need the declaration in Home.aspx.vb:

Imports CMS.UIControls

Partial Class CMSTemplates_MySite_Home
Inherits TemplatePage

End Class

The documentation needs to be fixed, in this respect.