It looks like what you want is something like this:
Dim Stuff As New ConcurrentDictionary(Of Integer, Integer) _
({
New KeyValuePair(Of Integer, Integer)(1, 2),
New KeyValuePair(Of Integer, Integer)(3, 4),
New KeyValuePair(Of Integer, Integer)(5, 6)})
ConcurrentDictionary can't use an initializer like the Dictionary since that method relies on having an Add method and ConcurrentDictionary only has AddOrUpdate.