I think you have to focus on advancing your skill with one or the other - its a lot to master. Without knowing exactly the level of your skills now, its hard to give a great answer. If your focus is VB, are you comfortable with ADO? Classes, collections, and object oriented design? Ntier design? Using Com+? For SQL, are you totally comfortable with T-SQL syntax, use of stored procedures, triggers?
Franciso Balena has published a great book on VB Called Programming VB 6 (http://www1.fatbrain.com/asp/bookinfo/bookinfo.asp?theisbn=0735605580&vm=). Even though its about 2 years old its very much worth getting. If you can master its contents, you're doing very well!
Another VB book that I think is very good is Doing Objects in VB6 by Deb Kurata (http://www1.fatbrain.com/asp/bookinfo/bookinfo.asp?theisbn=1562765779&vm=). Great lessons here on how to make practical use of objects and some good stuff on designing projects too.
If you want to expand your SQL knowledge and your focus is NOT on being a DBA, I think the book to read is either the SQL7 or SQL2K version of Professional SQL Server Programming (http://www1.fatbrain.com/asp/bookinfo/bookinfo.asp?theisbn=1861002319&vm=). Great book, I'd call it the companion book to the first VB book I mentioned.
On the web I think our site is a pretty good place for SQL, although the focus leans a bit more towards the DBA than the developer at present. The MS web site has a lot of content for both SQL and VB. VBPJ.com is the place to go for VB developers I think.
And of course you should be reading magazines, starting with SQL Server Magazine and VBPJ (now Visual Studio Magazine I think).
Hope that helps. Let us know.