>>Probably #1<<
Try it this way:
Dim cmd As SqlCommand = New SqlCommand("us_Test", cn)
cmd.CommandType = CommandType.StoredProcedure
Dim ReturnParam As SqlParameter = cmd.Parameters.Add("RETURN_VALUE", SqlDbType.Int)
ReturnParam.Direction = ParameterDirection.ReturnValue
cmd.ExecuteNonQuery()
Dim myresult As Integer = ReturnParam.Value