Fatal error encountered during data read

I am doing a regular update table scan

Using connect1 As New MySqlConnection(ConnectLocalhost.serverString)
    connect1.Open()
    Dim cmd = New MySqlCommand("set net_write_timeout=99999; set net_read_timeout=99999", connect1) ' // Setting tiimeout on mysqlServer
    cmd.ExecuteNonQuery()

    Dim BusinessReader = selectSomeQuery("Select * from tablebusiness limit 800,10000000", connect1)

    Do While BusinessReader.Read 'random exception here

Sometimes I got this error

MySql.Data.MySqlClient.MySqlException was unhandled
  ErrorCode=-2147467259
  Message=Fatal error encountered during data read.
  Number=0
  Source=MySql.Data
  StackTrace:
       at MySql.Data.MySqlClient.MySqlDataReader.Read()
       at dreamhost.Business.InsertLocalhost() in \\work\c\business\fromwork\currentprojects\program\library\vb.net\badger.vb:line 1849
       at dreamhost.Business.surFoursquare() in \\work\c\business\fromwork\currentprojects\program\library\vb.net\badger.vb:line 1939
       at dreamhost.traverseweb._Lambda$__92() in \\work\c\business\fromwork\currentprojects\program\library\vb.net\traverseweb.vb:line 77
       at dreamhost.buttonClicking.startAndStopClickingButton(Object sender, Action SomeSub) in \\work\c\business\fromwork\currentprojects\program\library\vb.net\buttonclicking.vb:line 45
       at dreamhost.traverseweb.foursquare_Click(Object sender, EventArgs e) in \\work\c\business\fromwork\currentprojects\program\library\vb.net\traverseweb.vb:line 77
       at System.Windows.Forms.Control.OnClick(EventArgs e)
       at System.Windows.Forms.Button.OnClick(EventArgs e)
       at System.Windows.Forms.Button.OnMouseUp(MouseEventArgs mevent)
       at System.Windows.Forms.Control.WmMouseUp(Message& m, MouseButtons button, Int32 clicks)
       at System.Windows.Forms.Control.WndProc(Message& m)
       at System.Windows.Forms.ButtonBase.WndProc(Message& m)
       at System.Windows.Forms.Button.WndProc(Message& m)
       at System.Windows.Forms.Control.ControlNativeWindow.OnMessage(Message& m)
       at System.Windows.Forms.Control.ControlNativeWindow.WndProc(Message& m)
       at System.Windows.Forms.NativeWindow.DebuggableCallback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)
       at System.Windows.Forms.UnsafeNativeMethods.DispatchMessageW(MSG& msg)
       at System.Windows.Forms.Application.ComponentManager.System.Windows.Forms.UnsafeNativeMethods.IMsoComponentManager.FPushMessageLoop(IntPtr dwComponentID, Int32 reason, Int32 pvLoopData)
       at System.Windows.Forms.Application.ThreadContext.RunMessageLoopInner(Int32 reason, ApplicationContext context)
       at System.Windows.Forms.Application.ThreadContext.RunMessageLoop(Int32 reason, ApplicationContext context)
       at System.Windows.Forms.Application.Run(ApplicationContext context)
       at Microsoft.VisualBasic.ApplicationServices.WindowsFormsApplicationBase.OnRun()
       at Microsoft.VisualBasic.ApplicationServices.WindowsFormsApplicationBase.DoApplicationModel()
       at Microsoft.VisualBasic.ApplicationServices.WindowsFormsApplicationBase.Run(String[] commandLine)
       at dreamhost.My.MyApplication.Main(String[] Args) in 17d14f5c-a337-4978-8281-53493378c1071.vb:line 81
       at System.AppDomain._nExecuteAssembly(RuntimeAssembly assembly, String[] args)
       at System.AppDomain.ExecuteAssembly(String assemblyFile, Evidence assemblySecurity, String[] args)
       at Microsoft.VisualStudio.HostingProcess.HostProc.RunUsersAssembly()
       at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
       at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean ignoreSyncCtx)
       at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
       at System.Threading.ThreadHelper.ThreadStart()
  InnerException: MySql.Data.MySqlClient.MySqlException
       ErrorCode=-2147467259
       Message=Reading from the stream has failed.
       Number=0
       Source=MySql.Data
       StackTrace:
            at MySql.Data.MySqlClient.MySqlStream.LoadPacket()
            at MySql.Data.MySqlClient.MySqlStream.ReadPacket()
            at MySql.Data.MySqlClient.NativeDriver.FetchDataRow(Int32 statementId, Int32 columns)
            at MySql.Data.MySqlClient.Driver.FetchDataRow(Int32 statementId, Int32 columns)
            at MySql.Data.MySqlClient.ResultSet.GetNextRow()
            at MySql.Data.MySqlClient.ResultSet.NextRow(CommandBehavior behavior)
            at MySql.Data.MySqlClient.MySqlDataReader.Read()
       InnerException: System.IO.IOException
            Message=Unable to read data from the transport connection: An existing connection was forcibly closed by the remote host.
            Source=MySql.Data
            StackTrace:
                 at MyNetworkStream.HandleOrRethrowException(Exception e)
                 at MyNetworkStream.Read(Byte[] buffer, Int32 offset, Int32 count)
                 at MySql.Data.MySqlClient.TimedStream.Read(Byte[] buffer, Int32 offset, Int32 count)
                 at System.IO.BufferedStream.Read(Byte[] array, Int32 offset, Int32 count)
                 at MySql.Data.MySqlClient.MySqlStream.ReadFully(Stream stream, Byte[] buffer, Int32 offset, Int32 count)
                 at MySql.Data.MySqlClient.MySqlStream.LoadPacket()
            InnerException: System.Net.Sockets.SocketException
                 ErrorCode=10054
                 Message=An existing connection was forcibly closed by the remote host
                 NativeErrorCode=10054
                 Source=System
                 StackTrace:
                      at System.Net.Sockets.Socket.Receive(Byte[] buffer, Int32 offset, Int32 size, SocketFlags socketFlags)
                      at System.Net.Sockets.NetworkStream.Read(Byte[] buffer, Int32 offset, Int32 size)
                 InnerException:

All I want is for the program to just "continue" when this thing happen. But that seems to be impossible. So I guess I need a way to make sure this bug doesn't happen. It happens randomly eery 800 entries or so.

Looks to me the connection is forcibly closed by remote host. In that case, I simply want to go where things left on and restart again.

There may be a lot of reasons why the connection drops (server load, network problem, etc). That your program is crashing suggests that your database code is not protected by a try statement. If you do something like this :

try
    Using connect1 As New MySqlConnection(ConnectLocalhost.serverString)
        connect1.Open()
        Dim cmd = New MySqlCommand("set net_write_timeout=99999;  _
          set net_read_timeout=99999", connect1) 
        cmd.ExecuteNonQuery()

        Dim BusinessReader = selectSomeQuery("Select *...", connect1)

        Do While BusinessReader.Read 
            'random exception here'
            '...more code'
        Loop
    End Using
Catch ex As Exception
    ' code breaks here on exception - recover from this point '
End Try

I won't go into a protracted dissertation on exception handling but there are a lot of resources out there if you have a look. How you deal with it will depend on your specific situation - whether to log the exception, record what the last successful operation was, whether to try to resume from where you were or whether to try to do the whole thing over again, notify the user, etc.

MSDN - Try/Catch/Finally