Пример, как отлавливать ошибки в MSSQL.

BEGIN TRY  
     -- Какой нибудь код который вернет ошибку для примера.  
    SELECT 1/0;  
END TRY  
BEGIN CATCH  
    SELECT  
        ERROR_NUMBER() AS ErrorNumber  
        ,ERROR_SEVERITY() AS ErrorSeverity  
        ,ERROR_STATE() AS ErrorState  
        ,ERROR_PROCEDURE() AS ErrorProcedure  
        ,ERROR_LINE() AS ErrorLine  
        ,ERROR_MESSAGE() AS ErrorMessage;  
END CATCH;  
GO