I wonder how can I write a catch\'em all exception handler in the application level which will give the user the option to resume the application f
You should read up on all the problems associated with VB's "On Error Resume Next" style of error handling. It sounds like you're trying to implement this for C#.
Even if you can resume from the point of where the exception is generated, this is a broken technique for error handling. There's no way for a global handler to actually be able to handle any error/exception - it can't possibly know what's required for any arbitrary situation.
You would have to set some sort of global variable, and have the mainline code continually check it for error indications (ie., use the VB technique).
I think the best you can do to recover from an error like you're describing is to catch the exception at the application level, log the problem, inform the user (and potentially generate/send some sort of problem report for you), and restart the application. Of course, if you catch the exception closer to the problem area, that handler has a chance to do something a bit more intelligent, so you should not rely on the app-level handler as a crutch - just as a fail-safe.