Try/Catch not working

Hi!
This may be something really stupid and obvious - but I'm doing a new web application and I got an error in my databinding block, even though it's contained in a try/catch block. 
It was something like:
try
{
DataSet data = GetData();
Grid.DataSource = data;
Grid.DataBind();
}
catch
{
}


Instead of just ignoring the error, it threw a standard ASP.NET exception.  Is there a setting in web.config that would make it ignore the try/catch?  This is a behavior I've never seen before.
Thanks!
-P

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