Not sure what you are doing, but I don't get any new tools in VB2008 Express from the SDK install.
You don't need any new tools in the toolbox to create X10 programs except the tools that are already present in Vb 2008, like buttons, text boxes, etc.
Here's a simple VB 2008 express project that shows you exactly how you operate X10 devices and monitor X10 traffic.
Download the zipped project below and unzip it in your Vb 2008 E projects folder.
Open the testx10.sln file in Vb 2008 express
http://www.el34world.com/Misc/VB/Files/testx10.ziplook at the code in my project for form1.vb
you only need the Imports ActiveHomeScriptLib before your form loads and a couple other things shown in my example project.
Imports ActiveHomeScriptLib
Public Class Form1
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
ActiveHomeObj = New ActiveHome
End Sub
End Class