Need help with Try, Catch and Finally

[Archaven]

Hi all. I have a For loop that processes a list of tasks inside the Try and Catch scope. Whenever there's an error/exception occurs in the Try scope, the error can be traced in the Catch scope. However, I wanted to compile a list of errors to be shown to the user and continue performing the next tasks. How do i do so? For example if i wanted to delete a list of records in the database:

Dim cmDelete As New SqlCommand
Dim i As Integer

Try
    If cnDatabase.State = ConnectionState.Closed Then
         cnDatabase.Open()
    End If

    cmDelete.Connection = cnDatabase
    cmDelete.CommandText = "DELETE FROM Users WHERE ID=@ID"
    cmDelete.Parameters.Add("@ID", SqlDbType.Int)

    For i = 0 To 10
        cmDelete.Parameters("@ID").Value = i
        cmDelete.ExecuteNonQuery()
    Next

Catch ex As Exception
    'Error goes here
Finally
    cnDatabase.Close()
End Try

How do i return from the Catch scope to the For loop? As i know whenever an error occurs it will jump to the Catch scope and execute whatever statements there and proceeds to Finally. Thanks in advance.