Because the first occurrence of <p> is at the beginning of the string, and strings (along with many other things) are zero-indexed.
If you want to get the index of the last-occurring <p>, you can use Str.LastIndexOf("<p>").
If you want to get the index of the next-occurring <p> after the first, and assuming the string always starts with at least one <p>, you can use Str.IndexOf("<p>", "<p>".Length()) so it starts searching from after the first occurrence.
By the way, you have a syntax error in your Dim Str line, you need to escape double quotes with extra double quotes:
Dim Str as string = "<p><img class=""floatLeft"" width=""330"" src=""http://www.com""></p><p>"