There are a lot of questions about Visual Basic.NET 2005 For Dummies and Visual Basic.NET 2008 For Dummies and the use of Northwind for the samples. When I wrote the majority of that book in 2004, Northwind was still a common sample database for SQL Server. When I updated it in 2007, it will still provided as a sample. Since then, it has been totally replaced by AdventureWorks. Now, finding the sample is hard, and installing it is even harder.
I was going to write a large post on how to do the install, but Pinalkumar Dave did such an awesome job on his blog that I don't have to. Here is the link:
You can get the samples still, from this link:
I hope this helps. I will be updating the VB book series after I am done with Programming Data, and will change the data samples to use AdventureWorks, or the latest and greatest at that time, if it changes again.