I\'ve been using c++ for a while, and I\'m familiar with normal try/catch. However, I now find myself on Windows, coding in VisualStudio for COM development. Several parts
It's an MFC macro: http://msdn.microsoft.com/en-us/library/t8dwzac0%28VS.71%29.aspx
This page says they're a remnant from MFC 1.0 - use normal C++ exceptions in new code:
MFC versions lower than 3.0 did not support the C++ exception mechanism. MFC provided macros to deal with exceptions.