I am simply searching how to obtain errors/warning
for each function/member that isnt documented.
Im pretty sure I managed to do this on one of my proj
I don't believe this is possible for VB.NET projects.
StyleCop, a code analyzer that integrates with Visual Studio, is capable to detecting missing documentation, as well as very many unrelated things. You'll have to configure the settings yourself to keep only the necessary rules on. The project's .chm contains all of the rules; SA1600
is the rule you're looking for, but there may be other handy ones.
You can also use Sandcastle to find missing documentation by looking through outputted errors when building documentation.
I can't say for VB.NET, but in C# projects whenever you enable "XML documentation file" checkbox in project properties (Build tab), Visual Studio starts complaining on each undocumented public member and type.