Time to wake up and get back to work. Read , understand and implement.
1. http://stackoverflow.com/questions/150544/can-you-catch-a-native-exception-in-c-code
2. http://msdn.microsoft.com/en-us/library/ms229005.aspx
3. http://msdn.microsoft.com/en-us/library/awy7adbx.aspx (Handliing COM Interop Exceptions)