In the string, just use \r\n for add a blank row between the two lines.
Alternatively, just use \n for the next line.
Dim answer as DialogResult
answer = MessageBox.Show("This will make you exit from system.. \r\nContinue??","Exiting system", MessageBoxButtons.YesNo, MessageBoxIcon. Question)
if (answer == DialogResult.Yes) then
I am a c# developer by default, so appologies if this doesn't work in this syntax, but this should point you in the right direction.