Consiglio meglio utilizzare il ciclo while..wend oppur do while...loop...

 Public Function CaricaRecAll(ByVal ObjC59 As PropertyC59) As C59Collection
        Dim C59Coll As New C59Collection
        SqlCmd.CommandText = "GetC59"
        SqlCmd.Parameters.Add("@CodAlbergo", SqlDbType.Int).Value = ObjC59.CodAlbergo
        SqlCmd.Parameters.Add("@CodComAlb", SqlDbType.Int).Value = ObjC59.CodiceComAlbergo
        SqlCmd.Parameters.Add("@DallaData", SqlDbType.DateTime).Value = ObjC59.DallaData
        SqlCmd.Parameters.Add("@AllaData", SqlDbType.DateTime).Value = ObjC59.AllaData
        Try
            SqlCmd.Connection = Db
            SqlCmd.CommandType = CommandType.StoredProcedure
            SqlDr = SqlCmd.ExecuteReader
            While SqlDr.Read
                ObjC59 = New PropertyC59
                ObjC59.CodAlbergo = SqlDr.GetSqlInt32(0).Value
                ObjC59.CodiceComAlbergo = SqlDr.GetSqlInt32(1).Value
                'ObjC59.NumeroSchedina = SqlDr.GetSqlInt3(2).Value
                ObjC59.Annogestionale = SqlDr.GetSqlInt32(3).Value
                ObjC59.DataElaborazione = SqlDr.GetSqlDateTime(4).Value
                ObjC59.Tipostato = SqlDr.GetSqlString(5).Value
                ObjC59.NumeroComponenti = SqlDr.GetSqlInt32(6).Value
                ObjC59.StatoResidenza = SqlDr.GetSqlString(7).Value
                ObjC59.CodStato_Res = SqlDr.GetSqlInt32(8).Value
                ObjC59.ComuneResidenza = SqlDr.GetSqlString(9).Value
                ObjC59.ProvinciaResidenza = SqlDr.GetSqlString(10).Value
                ObjC59.CodComune = SqlDr.GetSqlInt32(11).Value
                C59Coll.Add(ObjC59)
            End While
        Catch ex As Exception
            Throw ex
        Finally
            SqlDr.Close()
            SqlCmd.Parameters.Clear()
            SqlCmd.Dispose()
        End Try
        Return C59Coll
    End Function