[vba] "While .. End While" doesn't work in VBA?

While constructs are terminated not with an End While but with a Wend.

While counter < 20
    counter = counter + 1
Wend

Note that this information is readily available in the documentation; just press F1. The page you link to deals with Visual Basic .NET, not VBA. While (no pun intended) there is some degree of overlap in syntax between VBA and VB.NET, one can't just assume that the documentation for the one can be applied directly to the other.

Also in the VBA help file:

Tip The Do...Loop statement provides a more structured and flexible way to perform looping.