Mujeeb, go to VB.Net help and search on Ado.net Transactions and you will find a good explanation about SQL Server transactions. This link may work.

ms-help://MS.VSCC.v80/MS.MSDN.v80/MS.NETDEV.v10.en/dnadonet/html/transact.htm

I would not rewrite your procs as others have suggested, just use the SQLConnection object like this:

connection.BeginTransaction()

' perform your inserts here

connection.Commit()

Be sure to use Try Catch blocks and test your rollback logic also.

Good Luck