We are a software company using VB.NET and ASP.NET heavily, and recently have tried to use Microsoft Ultimate to do automated testing, but ... it doesn't work for us. We believe that we are doing something wrong, and we are looking for an expert that can guide us through the process. Anybody can recommend an expert? Individual consultants or companies are OK. Does anybody in Microsoft provide that support?
Microsoft has professional services who can help you get started if you want to go down that route. You could bring in someone to help with Visual Load Testing and have part of the contract be teaching your staff and getting them up to speed. I know for sure they do this for Visual Studio Load Testing and I'm pretty certain they have something similar for their functional testing with Coded UI.
Outside of that, I know plenty of people (myself included) who could probably help you get up and going, but having never gone through the process of hiring a consultant, I can't give you much direction there.
I'd write this as a comment but since my rep from SO doesn't come with over to this site I'll write it here.
"... it doesn't work for us." What doesn't work specifically?
As far as MS support you should be able to log several help tickets with your Visual Studio license, though I am not sure they will just "teach" you how to use Coded UI, it's more there for issues you may run into when using Coded UI. That being said my team has used them before for specific questions/issues and they've been very helpful.
Give that a shot, otherwise I'm positive there's a group of people here (myself included) that could help with any issues.
Try Getting Started guides, first of all, e.g.:
If they don't help you can try to contact Tarun Arora.
Tarun Arora a Microsoft Certified professional developer for Enterprise Applications
and he has many testing-related posts in his own blog.