Look into the Func and Action classes. You can achieve this using the following:
public void ErrorDBConcurrency(DBConcurrencyException e, Action method)
{
if (MessageBox.Show("You must refresh the datasource") == DialogResult.OK)
method()
}
public void Method()
{
// do stuff
}
//....
Call it using
ErrorDBConcurrency(ex, Method)
Take a look at this article for some details. If you want your method to take a parameter, use Action, Action, etc. If you want it to return a value, use Func etc. There are many overloads of these generic classes.