Go to Next case in a Select Statement?

[Speshul]

I'm building a little program in Excel for no reason other than teaching myself basic VBA skills, and I've run into a snag I can't quite figure out. The program is to generate a maze using borders, I have four Subs for making the borders, GoLeft, GoRight, GoDown, GoUp. I am using the below code to generate the path, using a Select Case of a RANDBETWEEN(1,4) to randomize the direction.

I have worked out how to not backtrack, as in it will not go the opposite direction the last loop went. If it goes DOWN, it cannot go UP on the next pass.

The problem I am having is the pathway always tends to loop back over itself. I have determined the way to correct this would be to drop a number into each cell as the path generates, representing the direction of turn that cell encountered, and to use an IF statement within each case?

tl;dr: If Case 1 is selected, how can I leave Case 1 and go to Case 2, if a given condition is met? Or do I just need to nest another level of Select Case?

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Since this is a learning exercise for me, I don't need/want the code to be written for me, I just need to know what angle to attack this problem from.

Thanks!

[Speshul]

Here to make things simpler and to see exactly what I'm doing, do the following:
Select every cell and make them square to make it look not weird, I'm using 20x20 pixel
in cell A1 put =RANDBETWEEN(1,4)

Drop all the below into a new module and run BeginMap

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Criticism on how I'm doing this is welcome!

[Speshul]

Well, my Mother, who knows absolutely nothing about VBA, got me a lot closer. She wants to know more about Excel for her work, and was asking about VBA and thought this was a good visual example of something VBA can do (apply borders, insert values into cells) and I told her what my problem was. She said "well why don't you just put two borders instead of three each time a cell is selected?", because for Down I had a U shaped border, Left was a C shape, and so on. I modified it to only top and bottom border left and right turns, and only left and right on Up ad Down turns. It leaves the edges rough, but it makes a more maze-like maze!

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