In both Visual Basic 6.0 and VB.NET you would use:
Exit For
to break from For loopWend
to break from While loopExit Do
to break from Do loopdepending on the loop type. See Exit Statements for more details.
In case you're inside a Sub of Function and you want to exit it, you can use :
Exit Sub
or
Exit Function
Exit
[construct], and intelisense will tell you which one(s) are valid in a particular place.
Source: Stackoverflow.com