If the stuff you want so skip can have any form (not necessarily valid tokens of your language), you pretty much have to solve this by hacking your lexer, as Kakadu suggests. This may be the easiest thing in any case.
If the filler (stuff to skip) consists of valid tokens, and you want to skip using a grammar rule, it seems to me the main problem is to define a nonterminal that matches any token other than END. This will be unpleasant to keep up to date, but seems possible.
Finally you have the problem that your end marker is two symbols, END SUB. You have to handle the case where you see END not followed by SUB. This is even trickier because SUB is your beginning marker also. Again, one way to simplify this would be to hack your lexer so that it treats END SUB as a single token. (Usually this is trickier than you'd expect, say if you want to allow comments between END and SUB.)