Wrapping an exception

You need to throw an exception from your datalayer for example :

public void ConnectDatabase()
{
  try
  {
    SqlConnection myConnection = new SqlConnection("connectionstring");
    myConnection.Open();
  }
  catch (SqlException sqlEx)
  {
    // Include inner exception to give more information about what went wrong
    throw new MyCustomException("Failed to open new SQL Connection", sqlEx);
  }
}

In your Gui layer, you'll connect to the database somewhere, at that point, you need to catch your custom made exception :

// Application starts
try
{
  DataLayerObject myObject = new DataLayerObject();
  myObject.ConnectDatabase();
}
catch (MyCustomException customEx)
{
  MessageBox.Show(customEx.Message);
}

Have fun!

Eduard