This is probably a weird forum to post in but I thought maybe you guys were friendlier than the ones at xtremevbtalk.com ...
Its to do with game programming so I qualify to stay here

Anyway with my game. Im not sure how to do object handling. Someone told me to do 'Collections' but didnt get too 'on the topic'.
Anyone know how I could do object handling and that when an object (class) is created that itd be able to run a particular method (called Step) ?

Add a class module to your project. With that, you can create objects and methods.

You are not being very clear on what you want to do.

You could create a Timer object that belongs to the class. My VB is rusty, but something like this in the class module's global scope:

Private t As Timer With Events

Just put all your objects into arrays/an array. Then you can cycle through them and do collision detection, velocity stuff, etc...

As for timing things, a timer is one of the default controls you get. Slap it on the dialog, set the settings, add code to the timer's event, done.

There are two ways I can think of.
1) Require that every array entry be filled with some sort of class. Make sure every class has a "isDead" function. You get the idea.
2) Resizable arrays. You can resize an array with ReDim(google tutorials on that if you don't know how to use it). When an object is deleted you simply take the object from the back, put it where the deleted object is, and resize the array to 1 less size. in For loops you go from 0(depends on how you allocate) to UBound(Objects), IIRC.

You can use collection like this

Dim Lasers as New Collection
Lasers.Add(New Class1)
' Add as many as you like
...
Dim i
For Each i in Lasers
 i.Step
Next i

If you give your class an Active property then you can get rid of lasers that have gone off screen like this

Dim i as Integer
i=1
Do While i<Lasers.Count
 If Lasers(i).Active Then
  i=i+1
 Else
  Lasers.Remove(i)
 End If
Next i

Once the object has been removed it will be deleted.

HOWEVER, you'll be doing a lot of creating and destroying Objects which might be slow. In that case, preallocate an array of as many lasers as you need, and use the Active property to only update the active ones. When the player presses fire, search the array for an inactive laser and make it active.

Pete

[edit] Formatting

use Is Nothing in a If statement.

For Index = 1 To 3
   If Not Objects(index) Is Nothing Then
      Objects(Index).Step
   End If
Next Index

Resizing the array will eat up some time. The active flag is good, but you still leave unused memory out there. Unless you reuse the object sometime.

The best solution is uing For Each Loop instead of the normal For Loop. That way you only loop through the valid objects. I haven't use For Each in a while, but search it on the net and you should find some examples.