How to stop matlab to go to VB code then back to matlab?

I have a VB code in which I call matlab, in the matlab I have a peace code. A nested for loop to be exact. what I want to do is at the end of the first iteration of each loop I want matlab to go back to VB to save the file, rename the file then continue in matlab with the next iteration. this process is to continue until all iterations are completed. Here is more or less what my code will look like in general terms

for i = begini:stepi:endi
  {code performing calculation then go to the next loop at the first iteration}
    for j = beginj=stepj:endj
       {code performing calculation unitil endj is reached}
    end
end

I just want matlab to go to VB as if I was creating a matrix (i,j) and saving the file at every point.

Any ideas? thanks