How to catch unhandled exceptions in VC++?

[vmikhaylov]

I have such situatuon:

try.. catch block inside ISAPI extension DLL
like:
try
{
if(!DoSomething())
throw; // this causes a hang-up!
// AfxThrowUserException();
}
catch(...)
{
ReportError("blah-blah-blah");
}

and function that has a try..catch block inside too:
int DoSomething()
{
try
{
// do something
nRet = 1;
}
catch(CDBException *pEx)
{
pEx->Delete();
nRet = 0;
}
return nRet;
}

So when first-chance exception inside DoSomething() function occured function returns 0;
But in main thread function use of throw (or AfxThrowUserException) causes an unhandled exception that does not passed to catch(...)