I saw this little test over at the site of Visual Stuart. Please do not compile it until you have really thought about it ... a small clue ... take note of the nested 'try/ catch' statement.

            try
            {
                try
                {
                    throw new ApplicationException();
                }
                finally
                {
                    throw new SystemException();
                }
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.GetType().Name);
            }