The While ... Wend loop was maintained for backwards-compatibility with older versions of Basic. QBasic introduced Do While ... Loop as a replacement, and was carried over to VB. As Megatron said, "Do" is more flexible in that you can also use "Until" with it and you can use "Exit Do" to get out of it. Essentially though, the following two examples are equivalent:

Do While x <= 10
Debug.Print x
x = x + 1
Loop

While x <= 10
Debug.Print x
x = x + 1
Wend