Regarding Exception Handling

Hi All,
I have a layered ASP.NET application with PL, BL and Data Layer written in DotNet 3.5 Framework using VS 2008.
 
For all the events in PL, i have try catch block, which catches the exception, logs the excception and gives useful information to the user in UI.
But i dont have try catch block in BL and Data Layer.
In this case, rarely in production environment , for a commandd timeout exception its not being caught in the the PL. But when debugged through code (simulated by reducing the command timeout to 10 seconds for a SQL operation which would take minimum 20 seconds), exceptions are caught in PL.
Please share show light on this.
What is the problem with the above approach?
Do i definitely need to have try catch block in Data Layer to throw the exception?
 
Thanks for your hep.
 
 
Thanks,
Arun
 
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