How to catch an exception thrown from an event?

I am porting TCPClient into Silverlight and I see that the BeginConnect can throw a SocketException somehow from the asynchronous process.

In silverlight there is a Completed event for the ConnectAsync function which supplies a SocketError in it's SocketAsyncEventArgs parameter.

I am throwing a new SocketException whenever the socket fails to connect from the method my implementation of TCPClient hooked into the Completed event.

The problem lays here:

try
{
    var ar = client.BeginConnect(...);
    // Do stuff
    client.EndConnect(ar);

}
catch(SocketException e)
{
    // Handle exception here
}

The exception won't be catched here due to the fact that it is thrown from an event? Or maybe it's because the event is executed on another thread? I'm not sure. In any case the exception is not caught.

Well, this doesn't answer your question directly, but if no one has a better solution, you can create your own thread and do a Connect instead of a BeginConnect. Then, you should be able to catch the exception.

You should do a lambda to capture the errors as shown here:

http://social.msdn.microsoft.com/Forums/hu-HU/csharpgeneral/thread/0fbe2ebd-a576-4ac5-a1ed-a5d13d0cd9c8