But... (there is always a but isn't it?) it messes up the Intellisense in my Visual Studio. The same colleague (kudos to Jocke) tipped me on how to solve it and here it is;
Open the options for ReSharper and choose Intellisens->General->Use Visual Studio. This will not give you as much support for "Smart Completion" but I'll take that over missing Intellisense everyday in the week, and twice on Sundays.
Next - open the Visual Studio options and recheck that you have Intellisense enabled for are your languages.
Finally restart the Visual Studio - just to be sure that this is saved properly.
Again - the refactoring support with ReSharper is great compared to everything else out there, for VB.NET. But this is not so good - at least now you know how to solve it.