Change Slug in URL of Posts of custom post type

You don’t explicitly set a slug, so it uses the post type key you registered it with. To set it to gallery, set slug of rewrite parameter:

$args = array(
    'rewrite' => array( 'slug' => 'gallery' ),
    // the rest of your args...
);
register_post_type( 'vmgallery', $args );

See the Codex page for register_post_type for a full list of parameters.