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The simple fact is that VR is a solution to a problem, and if you don't have that problem using VR can become a problem of its own. To understand that, you have to understand how VR works. In the Nikon system, VR is essentially a element group in the lens that is moved to compensate for any detected camera motion.
Re: Deference between VR and Non VR lens. VR stands for vibration reduction and is what Nikon calls it's version of optical image stabilization. Image stabilization basically counters the camera shake you get from holding the camera, making it so you can use slightly faster shutter speeds than without it. Non-VR lenses do not have this feature, but cost less than VR lenses.