If you save the rectangle structures you draw in an array or a list, you can check a collision like this:
The rectangles collide when one rectangle contains at least one edge point of the other rectangle. So you can define a function:
Function CheckRectCollision(Rect1 as Rectangle, Rect2 as Rectangle) as Boolean
If Rect1.Contains(New Point(Rect2.Left, Rect2.Top) Orelse _
Rect1.Contains(New Point(Rect2.Left, Rect2.Bottom) Orelse _
Rect1.Contains(New Point(Rect2.Right, Rect2.Top) Orelse _
Rect1.Contains(New Point(Rect2.Right, Rect2.Bottom) Then
Return True
Else
Return False
End If
End Function
That way you can check if two rectangles collide. Find exclusive permutations for all rectangle pairs you have and call the function for each pair.