Before you start trying out the code examples in the book, a couple of clarifications might help.
First, there is a typo on page 237. "Check When" should be "Catch When" in Step 4. Second, the excellent VB.NET autocompletion feature will automatically code the Try ... Catch like this (as you will see as soon as you code the keyword Try):
~~~~~~~~~~~~~~~~~~~~~~~~~
Try
Catch ex As Exception
End Try
~~~~~~~~~~~~~~~~~~~~~~~~~
The book doesn't directly mention the As Exception clause anywhere. To duplicate the code in the book, just delete As Exception from the statement and everything works. Since both As Exception and the book's choice, When Condition are optional, it wouldn't be important except for one thing. Nearly all of the Microsoft documentation emphasizes As Exception and the book's choice is barely mentioned. So, to match the coding that Microsoft recommends and documents, let's look at it now. (It seems unusual that an MS Press book would not be in line with the Microsoft documentation. Go figure.)

