Code:
Private Sub Button_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button.Click
If Button.Text = "Hello." Then
Label.Text = "Hi!"
Button.Text = "How are you?"
ElseIf Button.Text = "How are you?" Then
Label.Text = "I'm fine."
Button.Text = "I'm great!"
ElseIf Button.Text = "I'm great!" Then
Label.Text = "That's good to hear!"
Button.Dispose()
End If
End Sub
This is how to do it

Button.Dispose makes the button invisible after your conversation is over ^^
If you need any other help with VB.Net, feel free to ask.