If you've been using .NET (or any previous exception-based languages like JScript or C++) for a while then you are probably used to doing something like this:
But this doesn't always work, especially when you are writing a library that is called by some code you don't own. Kind of like a VSTO project. The times it doesn't work are when using MethodThatMightFail fails at JIT-time (Just In Time compilation) rather than at run-time. For example, if the assembly containing the type that implements the method can't be loaded, the JITter can't JIT the method in which case your try-catch block will never even execute; instead, the method that called your method will receive an exception (probably a MethodInvocationException or a FileNotFoundException or something similar, possibly with an InnerException containing the reason for failure).
If the calling method is not owned by you -- eg, it is an event handler where the caller is Word or Excel in the VSTO case -- they will receive the exception and will most likely throw it away. Therefore if you want to call a method that may fail for some drastic reason such as the assembly not being installed or a LinkDemand failing, then you should wrap it in your own function:
This is a common problem with the _Startup or Open methods in VSTO projects where customers call into assemblies that either are in the wrong directory or are not trusted, and the problem goes unreported by the host app.