Exactly why that doesn't work is going to be down to you, for the most part.
The important thing is not to use anonymous catches - you are throwing away information you need in order to solve this.
Instead of writing:
Catch
MessageBox.Show("Database not connected")
End Try
Try this:
Catch ex As Exception
MessageBox.Show(String.Format("Unable to insert values:\n{0}", ex.ToString()))
End Try
Which will at least give you an overview of what is going wrong.
My guess? Either your table doesn't have those columns, or it has a value of 1, or it's an Identity field.