Someone asked me about this and I wasn't sure. So I looked around and didn't see a definitive answer. I asked the VB Team and got it. VB.NET does not have language support for iterators. There's nothing in VB.NET like the yield return or yield break stuff in C#.
I did find an article that seems to indicate the opposite - it was apparently translated from C# to VB.NET. Don't believe this article!
By the way, the first time I looked at the yield statement, I thought it was a curiosity, But it is really handy and simplifies things greatly when building a custom enumerated collection. Check this article from Juval Lowy for an explanation.