[java] Are "while(true)" loops so bad?

I use something similar, but with opposite logic, in a lot of my functions.

DWORD dwError = ERROR_SUCCESS;

do
{
    if ( (dwError = SomeFunction()) != ERROR_SUCCESS )
    {
         /* handle error */
         continue;
    }

    if ( (dwError = SomeOtherFunction()) != ERROR_SUCCESS )
    {
         /* handle error */
         continue;
    }
}
while ( 0 );

if ( dwError != ERROR_SUCCESS )
{
    /* resource cleanup */
}

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