Ending a Case Early

VB doesn't have a facility to exit a Select block. Instead, you'll need to make the contents conditional, possibly inverting your Exit Select conditional.

Select case Case 

case "Case0" 
... 

case "Case1" 
  If Not Condition Then 
    *Perform action* 
  End If 

case "Case2" 
... 

End Select 

Which will have exactly the same end result.

There is no Exit Select Statement in VB6 - only VB.NET

Have a look at the language reference for the Exit Statement - there is no mention of Exit Select

Best option is to refactor your select statements into a new subroutine and then just Exit Sub

Unfortunately, VB6 doesn't have the Exit Select clause available.

This is ony available in VB.NET!