How to continue insert if one row fails
Dim WrongValuedLinesList As New List(Of String)
Dim ConversionFailedList As New List(Of String)
Dim InsertionFailedList As New List(Of String)
Dim NumberOfInsertedLines As integer = 0

For Each  (CurrentLine in my csv)
  ' 1. line processing
  Try
    ' (process my line : split, convert, check range...)
    If (I know the insertion will fail) Then
      ' (Store information about that wrong line, in List, log, or do nothing)
        WrongValuedLinesList.Add(" This line : " & CurrentLine
                                              & " has wrong values because...
        Continue For
    End If
  Catch ex as exception
    ' (here handle the line conversion failed : store in list, or log, or do nothing ...)
    ' for expl :
       ConversionFailedList.Add(" Conversion failed for line " & CurrentLine
                                      & " exception details : " & ex.message " )
  End Try
  ' 2. Line insertion
  Try
    '(insert my processed data into database)
     NumberOfInsertedLines +=1
  Catch ex as exception
    ' (here handle the insertion failed exception (expl : primary key might not be unique)
    '                      : store in list, log, do nothing...)
    ' for example :
    InsertionFailedList.Add(" Insertion failed for line " & CurrentLine
                                      & " exception details : " & ex.message " )
  End Try
 Next

 (Here you might wanna report how things went to your user using
    your error list.)

Dim WrongValuedLinesList As New List(Of String)
Dim ConversionFailedList As New List(Of String)
Dim InsertionFailedList As New List(Of String)
Dim NumberOfInsertedLines As integer = 0

For Each  (CurrentLine in my csv)
  ' 1. line processing
  Try
    ' (process my line : split, convert, check range...)
    If (I know the insertion will fail) Then
      ' (Store information about that wrong line, in List, log, or do nothing)
        WrongValuedLinesList.Add(" This line : " & CurrentLine
                                              & " has wrong values because...
        Continue For
    End If
  Catch ex as exception
    ' (here handle the line conversion failed : store in list, or log, or do nothing ...)
    ' for expl :
       ConversionFailedList.Add(" Conversion failed for line " & CurrentLine
                                      & " exception details : " & ex.message " )
  End Try
  ' 2. Line insertion
  Try
    '(insert my processed data into database)
     NumberOfInsertedLines +=1
  Catch ex as exception
    ' (here handle the insertion failed exception (expl : primary key might not be unique)
    '                      : store in list, log, do nothing...)
    ' for example :
    InsertionFailedList.Add(" Insertion failed for line " & CurrentLine
                                      & " exception details : " & ex.message " )
  End Try
 Next

 (Here you might wanna report how things went to your user using
    your error list.)

While dr.Read
  Try
    InsertRowIntoDataBase()
  Catch ex As Exception
    LogErrorToFile(ex)
  End Try
End While

While dr.Read
  Try
    InsertRowIntoDataBase()
  Catch ex As SqlClient.SqlException
    LogDataBaseErrorToFile(ex)
  End Try
End While

While dr.Read
  Try
    If Not IsRowValid() Then
      LogInvalidDataToFile()
      Continue While
    End If
    InsertRowIntoDataBase()
  Catch ex As SqlClient.SqlException
    LogDataBaseErrorToFile()
  Catch ex As Exception
    LogGenericErrorToFile()
  End Try
End While