Dim lines() As String = IO.File.ReadAllLines("F:\Daten\any.txt")
Dim lst As New Collections.Generic.List(Of String)(lines)
For ii As Integer = lst.Count - 1 To 0 Step -1
    If lst(ii) = String.Empty Then lst.RemoveAt(ii)
Next ii
IO.File.WriteAllLines("F:\Daten\any2.txt", lst.ToArray)