Efficient coding of if condition

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I'm trying to figure out the best way to code an if statement inside a vb site's header template, that in English goes something like this:

if this script is NOT X or Y

Z code

else

if this script is X

X code

else

Y code

The most common result is going to be that the Z code is what will be used, so it seemed to make sense that that would be the first check. However, I don't know how to write that first conditional.

Am I making efficient use of code by setting up my conditional that way, and if so, how can I write that first conditional (I can do the others).

Thanks in advance. :)