First of all, don't create a "new" list of customers if you're just going to assign a different list to the reference on the next line.  That's kinda dumb.  Do it like this:
Dim customers As List(Of Customer) = dataAccess.GetCustomers()
Then, for the loop you need a plain "For" loop rather than a for each.  Don't forget to stop before the end of the list:
For i As Integer = 500 To Customers.Count -1 
    ''//do something with Customers(i) here
Next i
If you're using Visual Studio 2008 you could also write it like this:
For each item As Customer in  Customers.Skip(500)
   ''//Do something here
Next