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
Microsoft Enterprise Library Exception Handling Application Block has examples of how you can do this.
Basically you surround the code that can throw exceptions with this:
try
{
MyMethodThatMightThrow();
}
catch(Exception ex)
{
bool rethrow = ExceptionPolicy.HandleException(ex, "SomePolicy");
if (rethrow) throw;
}
Then you can configure the Policy to show a dialog to the user and ask if she wants to continue.
You still need to put try catch blocks around in your code at points where you believe you are at a consistent state.