MySQLConnector no utiliza @ para definir a los parámetros, en vez de eso debes utilizar ?.
Código:
Dim strInsert As String
Dim num_reg As Integer
Dim Param As MySqlParameter
strInsert = "Insert into Usuarios (id_user) VALUES (?id_user)"
Dim miCon As New MySqlConnection("database=proyecto; uid=root; pwd=wilotas")
Dim miCmd As New MySqlCommand(strInsert, miCon)
miCmd.Parameters.Add("?id_user", MySqlDbType.Int64, 5).Value = TxtUsername.Text
miCmd.Connection.Open()
num_reg = miCmd.ExecuteNonQuery()
miCon.Close()