Catch [ exception [ As type ] ] [ When expression ] ' or simply catch (for all
[Catch ... ] ' you can have diff. catches for diff. exceptions
Finally 'this is optional
Try identifies the block of code for which particular exceptions will be activated Catch block will check for all (or specified) exceptions and will execute the statements that follow in case these exceptions occur Finally block will get executed whether an exception is thrown or not
This question is obvious, "What can I do to Unhandled exceptions" obvious your application won't run if you unhandle exceptions so you need to handle it, there are quite a number of samples, tutorial guides out there on the net gloogling could have given you lots of them, and the question you should be asking is "how to" handle exceptions.
As being said the "Try" statement or method will help you with handling your exceptions.