Someone's figured out experimentally that the critical number is 6. More than 6 concatenations in a row and you should use a StringBuilder. Can't remember where I found this.
However, note that if you just write this in a line:
"qwert" + "yuiop" + "asdf" + "gh" + "jkl;" + "zxcv" + "bnm" + ",."
That gets converted into one function call (I don't know how to write it in VB.net)
String.Concat("qwert", "yuiop", "asdf", "gh", "jkl;", "zxcv", "bnm", ",.");
So if you're doing all concatenations on one line, then don't bother with StringBuilder because String.Concat effectively will do all the concatenations in one go. It's only if you're doing them in a loop or successively concatenating.