C / C++ / MFC

class CMyException
{
  CString strError;
public:
  CMyException (CString& a) : strError (a) {} 
  void HandleError ()
  {
    AfxMessageBox (strError);
  }
}

if (index_is_out_of_bounds)
  throw CMyException ("Index out of bounds"); // throw the exception

try
{
  // call the function that may throw the exception
}
catch (CMyException& e)
{
  // caught an exception and now handle it
  e.HandleError ();
  return;
}