Yes, like minecraft launcher. For that you need to register on minecraft's website and it automaticly puts ur user/pass for website on launcher's accept list.

they is a general term referring to those who perform the action i asked to get help on.
would it be possible to use that php script in vb? and have vb perform it to get login user/pass, or would i just look around for a website with MySQL database

I want to know how they manage to get the user/pass of a website to create those programs. Like they make you register on the website and use that information to login on a program. How do they extract that user/pass information? MySQL?