Here's an example for avoiding the label in your code:
vb Code:
  1. Option Explicit
  2.  
  3. Private Sub Command1_Click()
  4.     Dim myMsgResult As VbMsgBoxResult
  5.    
  6.     Do
  7.         myMsgResult = MsgBox("Do you want to continue reading my post ?", vbQuestion + vbYesNo, "Do you wanna risk yourself ?")
  8.         If myMsgResult = vbYes Then
  9.             'do some blah..blah here...
  10.         Else
  11.             Exit Do     '~~~ This will exit the loop
  12.         End If
  13.     Loop
  14. End Sub
Also, try indenting your code next time, which makes it easy for reading.
Good luck