I'm not sure I understand exactly what you are trying to do, but I think you
just need to increase j by one each pass through the loop  - I don't think you
need a nested  loop. Have you tried replacing inside loop with j = j+1?

How about something more like
For j = 1 to 500
i = 440 + (j - 1) * 5
' do your thing...
Next

Doesn't seem to be quite what you want because j will run from 1 to 500,
while I will run from 440 to 2935, and you said you only need i to run
from 440 to 600, so I'm a little confused.

I agree with Doreen - you don't want two loops, just one, and then
calculate one value based on the other.

You can also try incrementing i at the same time  you increment j like
this:

i = 440
For j = 1 to 500
' do your thing...
i = i + 5 ' now increment i
Next

Maybe you can explain what you need to do a little more clearly?

I just need to increment j in the i loop. I
fell kind of dumb after seeing this answer, but that is what
learning is all about!