Exit Sub might well work, or the simpler Return. However, another alternative would be to add a single boolean variable. Set the variable to True inside any of the If statements, and check it in all the others. Thus, if the first If is True, the boolean gets set to True. The next If statement checks the boolean, and if the boolean is true, it fails that If statement.

By the way, all those conditions look mutually exclusive, so shouldn't the first one be an If, and all the others be ElseIf statements? In the code you posted above, that would have the same result, but your subject line has me confused, because you mention ElseIf, yet you don't show one.

One last note, you might want to use OrElse rather than Or, though I doubt it would make much difference in this case.