I would like to count the lines that have values. I tried oSheet.Rows.Count but that doesn\'t work. Any idea about this? 
My code is the following:
As said in the comments, the following code should get you the count of rows that have values based on your Range:
Dim rowCount As Integer = oSheet.UsedRange.Rows.Count()
There is however a slight issue with your code I believe. This probably won't work:
oSheet = oBook.Worksheets("Sheet")
The reason it won't, is because "Sheet" doesn't exist on a new Workbook. "Sheet1" does, so this needs to be changed to:
oSheet = oBook.Worksheets("Sheet1")
'or
oSheet = oBook.Worksheets(1) 'remember Excel collections  are one based not zero based
Lastly I would look at the way you are closing Excel as oExcel.Quit() is probably leaving an instance of Excel running. Have a look at this answer which links to Siddharth Rout's bit of code:
Private Sub ReleaseObject(ByVal obj As Object)
    Try
        Dim intRel As Integer = 0
        Do
            intRel = System.Runtime.InteropServices.Marshal.ReleaseComObject(obj)
        Loop While intRel > 0
        obj = Nothing
    Catch ex As Exception
        obj = Nothing
    Finally
        GC.Collect()
    End Try
End Sub
You also to make sure you release in the right order and release everything. This is usually in backwards order:
ReleaseObject(oSheet)
oBook.Close()
ReleaseObject(oBook)
oExcel.Quit()
ReleaseObject(oExcel)
However with all that said I would look at using the Microsoft.Office.Interop.Excel namespace directly rather than declaring objects:
Imports Microsoft.Office.Interop
Public Class Form1
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles Me.Load
        Dim oExcel As New Excel.Application
        Dim oWorkbooks As Excel.Workbooks = oExcel.Workbooks
        Dim oWorkbook As Excel.Workbook = oWorkbooks.Add()
        Dim oSheets As Excel.Sheets = CType(oWorkbook.Sheets, Excel.Sheets)
        Dim oWorksheet As Excel.Worksheet = CType(oSheets(1), Excel.Worksheet)
        Dim oARange As Excel.Range = oWorksheet.Range("A" & max.ToString()) 'Not sure what max is but I took the assumption it's an Integer
        oARange.Value = "0000111"
        Dim oBRange As Excel.Range = oWorksheet.Range("B1")
        oBRange.Value = "Name"
        Dim oUsedRange As Excel.Range = oWorksheet.UsedRange()
        Dim rowCount As Integer = oUsedRange.Rows.Count()
        oWorkbook.SaveAs("C:\Test.xlsx")
        ReleaseObject(oUsedRange)
        ReleaseObject(oBRange)
        ReleaseObject(oARange)
        ReleaseObject(oWorksheet)
        ReleaseObject(oSheets)
        oWorkbook.Close()
        ReleaseObject(oWorkbook)
        ReleaseObject(oWorkbooks)
        oExcel.Quit()
        ReleaseObject(oExcel)
    End Sub
    Private Sub ReleaseObject(ByVal obj As Object)
        Try
            Dim intRel As Integer = 0
            Do
                intRel = System.Runtime.InteropServices.Marshal.ReleaseComObject(obj)
            Loop While intRel > 0
            obj = Nothing
        Catch ex As Exception
            obj = Nothing
        Finally
            GC.Collect()
        End Try
    End Sub
End Class
I would also then look at turning Option Strict On:
Restricts implicit data type conversions to only widening conversions, disallows late binding, and disallows implicit typing that results in an Object type.