VS 2010 Hook in to a game?

Hi I was wandering if someone had any tutorials or instructions on how I can hook or inject in to a game window to display a menu or window designed in VB.net

Do I have to inject in to the memory of the game? Or is it possible to create an overlay somehow.

This is not for malicious purposes but I want to put functions on the menu to make in-game commands easier to use.

Please advise, thank.