You can transfer from inside a Do, For, or While loop to the next iteration of that loop. Control passes immediately to the loop condition test, which is equivalent to transferring to the For or While statement, or to the Do or Loop statement that contains the Until or While clause.
You can use Continue at any place in the loop that permits transfers. The rules allowing transfer of control are the same as with the GoTo Statement.
For example, if a loop is totally contained within a Try block, a Catch block, or a Finally block, you can use Continue to transfer out of the loop. If, on the other hand, the Try...End Try structure is contained within the loop, you cannot use Continue to transfer control out of the Finally block, and you can use it to transfer out of a Try or Catch block only if you transfer completely out of the Try...End Try structure.
If you have nested loops of the same type, for example a Do loop within another Do loop, a Continue Do statement skips to the next iteration of the innermost Do loop that contains it. You cannot use Continue to skip to the next iteration of a containing loop of the same type.
If you have nested loops of different types, for example a Do loop within a For loop, you can skip to the next iteration of either loop by using either Continue Do or Continue For.