How can I catch an exception on a program wide basis

You can handle the Application.ThreadException event. See the FrameWork class library for a more detailed sample in both VB and C#.

	[STAThread]
	public static void Main() 
	{
		Application.ThreadException += new System.Threading.ThreadExceptionEventHandler(UnhandledExceptionCatcher);
		Application.Run(new Form1());
	}

	private static void UnhandledExceptionCatcher(object sender, System.Threading.ThreadExceptionEventArgs e)
	{
		Console.WriteLine('caught an unhandled exception.');
	}