If You Use BackgroundWorker in .Net, Make Sure You Wrap Your Worker Method In Try (or risk missing the exception thrown)

So, just a short post in case someone runs into the same problem I had today that cost me about 2 hours using Visual Studio 2010.  Basically, if you are using the BackgroundWorker in a windows app (with visual studio) and find that the method is not finishing and seemingly not throwing exceptions, maybe it actually is and you are missing it. That is, if you have code like this:private void