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
The macros were important for use with an earlier version of the compiler. They are still supported for compatibility with legacy code, but otherwise are not recommended for use.
The documentation for Exception Handling in Visual C++ says this about MFC exceptions:
Since version 3.0, MFC has used C++ exceptions but still supports its older exception handling macros, which are similar to C++ exceptions in form. Although these macros are not recommended for new programming, they are still supported for backward compatibility. In programs that already use the macros, you can freely use C++ exceptions as well. During preprocessing, the macros evaluate to the exception handling keywords defined in the Visual C++ implementation of the C++ language as of Visual C++ version 2.0. You can leave existing exception macros in place while you begin to use C++ exceptions.