Coding first bot - Couple of questions!

Public Class Test

Public Property ProxyList As List(Of System.Net.WebProxy)
Public Property ValidProxies As List(Of System.Net.WebProxy)

Public Sub LoadProxiesFromFile(fileLocation As String)
     Dim fileContents As String = My.Computer.FileSystem.ReadAllText(fileLocation)
         Dim lines() As String = fileContents.Split(vbCrLf)
         For Each line As String In lines
                  Try
                           ProxyList.Add(New System.Net.WebProxy(line))
                  Catch
                  End Try
         Next
End Sub

Public Sub TestProxyListValidity(validationUrl As String, validationString As String)
   For Each proxy As WebProxy In ProxyList
           'Each proxy has it's validity tested in it's own threadpool thread.
           System.Threading.ThreadPool.QueueUserWorkItem(Sub()
                       Using wc As New System.Web.WebClient
                       Try
                              wc.Proxy = proxy
                              Dim page As String = wc.DownloadString(validationUrl)
                              If page.Contains(validationString)
                                        'The proxy successfully requested the page, and it contains the  expected validation string, add it to the list of valid proxies.
                                        ValidProxies.Add(proxy)
                              End If
                        Catch
                        'An error occured during the web request, the proxy is invalid and wont be added to the list of valid proxies.
                        End Try
                        End Using
                        End Sub)
     Next
End Sub

End Class

ValidProxies.Add(proxy)