Well, since Chris Irvine beat me to the "Try . . . End Try" suggestion, I'll toss this one into the ring:
Whereas "Exit Loop If" behaves exactly as advertised, breaking the loop, sometimes it is preferable to only skip the current iteration and move on to the next. "Continue If" (aka "Loop Back If," etc.) is the answer.
There are other ways to handle this already, of course, generally involving nested If/Else blocks inside the loop to skip steps in the current iteration. A "Continue If" control structure could simplify flow logic in many of these cases, however.
Thanks - Mark