Select Case on an object's type in VB.NET

I'm not sure if this valid C#, but hopefully you get the idea. :)

switch (msg.GetType()) {
    case ClassA:
        // blah
    case ClassB:
        // blah 2
    case ClassC:
        // blah 3
}

How would I switch on an object's type but using VB.NET's Select Case?

I'm aware that some might suggest using polymorphism, but I'm using a hierarchy of small message classes so that really wouldn't work in my case.