What temperature?
How fast must you detect changes?
For slow changes and temperatures that are not too extreme you could use a dallas iButton
For faster changes look at a thermocouple or thermistor, Micro-controller with Analog to Digital converter - here you will have to write code in Assembler for the micro, and then code in a high level language like VB.Net to communicate via RS232 with the micro which complicates matters somewhat. The easier option would be the Dallas iButton (There are lots of others as well)
Try looking at using a Dallas iButton
You will need:
a) The DS1920 iButton (provides direct-to-digital 9-bit temperature readings over a range of -55°C to +100°C in 0.5° )
b) DS9097U RS-232 to 1-Wire adapter
c) A USB to RS232 adapter cable
d) Either a Visual Basic/C# application and the 1-wire drivers
or
e) Download the OneWireViewer application that Dallas provides
Here are some links:
DS1920 Temp sensor:
http://www.maxim-ic.com/datasheet/index.mvp/id/2818/t/al
DS9097 1-Wire Adaptor:
http://www.maxim-ic.com/datasheet/index.mvp/id/2983
Windows OneWireViewer application:
http://www.maxim-ic.com/products/ibutton/software/tmex/download_drivers.cfm
Also see getting started with 1-Wire adapters:
http://www.maxim-ic.com/products/ibutton/software/tmex/
If you want I can share a VB.Net app i did some time ago, but the drivers etc available from dalls have improved a lot over the past few years, so my app is a bit 'outdated'