Equivalent to Exit Try

Question

I want to do the following job

try
{
       if(......)
              Exit Try                         //this will do in VB but not in C#

        //do stuff
       if(............)
                 Exit Try

        //do stuff
}
catch()
{
}

I have tried using do{       }while(false); and using Switch - Case.
Is there any other way to do this.
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