Visual Novels are just what the name implies; a novel that uses visual methods (read: Sprites,BG, and CG) to aid or improve the reading experience, and in adition it can coupled with music or audio. It can have choices and maybe some gameplay, but if the gameplay goes overboard it will stop being a "novel" and it will transform into a "game" , as a novel were you spend half the time doing something along the lines of RPG's or stuff that is more "playing" than "reading" is retarded.
An Eroge, is any and all games that have erotic content in any proportion or instance, period.
Not all VN's are Eroge, and not all Eroges are Visual Novels. Yes, nukiges are also Visual Novels, because it doesn't matter the fact that it has a basically non-existent story and no plot, it's still the story about how Mr protagonist does Heroine-san in 200 different ways or how the female lead is banged by half the creatures in the universe with a d*ck. It's the same thing as how there are porn Light Novels, the fact that the whole thing revolves around it doesn't mean it stop being a Light Novel, or Visual Novel in this case.
Seriously, the names are so self-explicative that I don't get how people keeps being confused.