Try adding the numbers you are going to use to a list, then after each add check through to see if they already exist in it.
Code:
Dim numbers As List(Of Integer) = New List(Of Integer)
again:
Dim mynum As Integer = 0 'next number example
If (numbers.Contains(mynum)) Then
'make mynum equal something else
GoTo again
Else
numbers.Add(mynum)
EndIf
For i As Integer = 0 To numbers.Count - 1
Console.WriteLine("Number " & i & " is " & numbers(i))
Next