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VB.NET Error Handling Failure -

I'm working on an FTP Client application in VB.NET, and trying to make it retry sending username and password up to 5 times. I've inserted the tag CONNECT: into the code for GoTo statements, and I've inserted On Error GoTo CONNECT into the code. Problem is that it never loops back to CONNECT and always throws unhandled exceptions when the server returns invalid syntax or authentication denied, which it does incorrectly sometimes (thus the reason I'm writing the retry loop to begin with).

I just need to know how to make it loop back on itself on error.

The code I'm using is below:

CONNECT:
If ConnectAttempts < 5 Then
On Error GoTo CONNECT
ConnectAttempts = ConnectAttempts + 1
System.Threading.Thread.Sleep(500)
UI_FORM_Main.FtpConnection.SendUserName(FTPUsername)
System.Threading.Thread.Sleep(500)
UI_FORM_Main.FtpConnection.SendPassword(FTPPassword)
MsgBox(ConnectAttempts)
Else
MsgBox("FTPClient has attempted Login 5 times, unsuccessfully. Please verify your username and password credentials." & vbCrLf & "If this problem persists, contact support")
End If

 

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