“Continue” (to next iteration) on VBScript

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Your suggestion would work, but using a Do loop might be a little more readable.

This is actually an idiom in C – instead of using a goto, you can have a do { } while (0) loop with a break statement if you want to bail out of the construct early.

Dim i

For i = 0 To 10
    Do
        If i = 4 Then Exit Do
        WScript.Echo i
    Loop While False
Next

As crush suggests, it looks a little better if you remove the extra indentation level.

Dim i

For i = 0 To 10: Do
    If i = 4 Then Exit Do
    WScript.Echo i
Loop While False: Next

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