Since I think the OP's question was answered, luv2diy needs a little explanation of some of what has been said. The reason you cannot use NM-B underground, even in a conduit, is that any conduit in a slab or underground, is considered by the National Electric Code (aka "code" or "NEC") to be a WET location. Yes, you would think that a PVC conduit is dry down there, and even if it is, its still a "wet location" and NM-B can never be used in a "wet location". You would need to use either UF (flat underground, direct burial wire) that can be run in conduit but is very difficult to do this with an un-necessary, or you should use individual wires, THWN/THHN (its gotta have the W in it, meaning "wet") but almost all THHN is also rated as THWN. These wires must stay in conduit throughout their run, from end to end. You could, if you wanted, where you emerged in the garage, install a properly sized junction box and splice to Romex, or you could simply run the conduit on to its destination, a subpanel, you will need to install in the garage.
The reason you cannot run more than one circuit (two hots/neutral/ground) to the garage is that code does not all allow it. You are allowed only one circuit from one building to another, so you need to run something large enough to supply everything you intend to do, lights, welder, plasma cutter, air compressor, radio, etc, and run them all from the sub panel.
The best thing you can do is run three #6 THHN/THWN wires (red/black/white) plus a #10 green THHN/THWN) to the garage, install a small breaker panel (hopefully an 18 space or better, don't cut yourself short, more on this later) and then supply the garage with a 60 amp breaker from the house. If your garage panel has more than 6 breaker handles, or you expect to add enough breakers to exceed the 6 handles, you will have to have a main disconnect on or in the garage. This can simply be a backfed breaker in the panel, retained with a main breaker retainer kit designed for that brand of panel, and of an amperage equal to or better than what is being supplied by the main panel.
Many people buy a 6 space or 8 space panel thinking it will be all they ever need, when in reality, they need a 16 or 24 space panel, just to cover all the bases. It also allows the use of standard full size breakers which are cheaper than buying the small half sized breakers or the tandems (two 120v breakers in one housing). You also have to allow space for your main breaker in a panel also.
One last thing, is that you will need to drive a ground rod, or two, or more, depending on what your local code people say.
As Aceman said, it really sounds like you may be in over your head, you will at least need lots of guidance in doing this project right, or possibly even have an electrician do the work (hopefully one better than the one that ran the NM in the conduit).
Charles