problem with Application.Exit () vb 2005

I am trying to handle the issue of disconnection in my application for a Hand Held with Windows CE v5 in Visual Basic 2005. I am dealing with it in a routines module, which verifies the status of the connection. If this connection is closed, the user is informed and a re-connection process is initiated; once the process is finished, the application is sent to close, but the Application.Exit () instruction does not terminate the application. Here my code:

Method in routines:

Public Sub fbReconecta()
    Dim x As Integer
    If ConSql.State = ConnectionState.Closed Then
        If ConSql.State = ConnectionState.Closed Then
            If MsgBox("Se esta recuperando la conexión, si esta demorando ud. puede cerrar la " & _
            " aplicación. ¿Desea Cerrarla?", MsgBoxStyle.Question + vbYesNo + vbDefaultButton2) = vbNo Then
                For x = 0 To 20
                    BDAbrir(ConSql, , PServidorDB, PBaseDatos, PUserDB, PUserPwdDB)
                Next
                If ConSql.State = ConnectionState.Closed Then
                    MsgBox("No se pudo recuperar la conexión, la aplicación se cerrará", MsgBoxStyle.Critical, "Atención")
                    Application.Exit()
                End If
            Else
                Application.Exit()
            End If
        End If
    End If
End Sub

Call to Method

Catch ex As Exception
    sqldata.Close()
    fbReconecta()
    If ConSql.State = ConnectionState.Closed Then
       Application.Exit()
    Else
       GoTo Reintenta
    End If
End Try

If you had any idea how to resolve the issue of closing the application and cancel the other instructions, I would appreciate it too