Creo que solo te falta contar los intentos y hacer entero el valor de n.
    
Código vb:
Ver originalPublic Class Form1
Dim n As Integer
Dim Intentos As Integer
 
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
  Randomize()
  n = Int(Rnd() * 100 ) + 1
  TextBox1.Text = n
  Intentos = 0
End Sub
 
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
If Val(TextBox2.Text) > n Then
  MsgBox  "El numero es MEnor"
  Intentos = Intentos + 1
ElseIf Val(TextBox2.Text) < n Then
  MsgBox  " el numero es MAyor "
  Intentos = Intentos + 1
Else
  MsgBox  " Has acertado el numero "
  End
End If
 
If Intentos > 9 Then 
  MsgBox "Demasiados intentos. Has fallado."
  End
End If
End Sub
 
End Class