Exception Message Box Reference
SQL Server 2005
The exception message box is implemented by the ExceptionMessageBox class in the Microsoft.ExceptionMessageBox.dll assembly. The default installation directory for this assembly is C:\Program Files\Microsoft SQL Server\90\SDK. The exception message box is documented in the Microsoft.SqlServer.ExceptionMessageBox namespace reference documentation. The following Microsoft SQL Server 2000 samples use the ExceptionMessageBox object during exception handling.