Public Sub ShowSqlException(ByVal connectionString As String)
    Dim queryString As String = "EXECUTE NonExistantStoredProcedure"
    Dim errorMessages As New StringBuilder()

    Using connection As New SqlConnection(connectionString)
        Dim command As New SqlCommand(queryString, connection)

        Try
            command.Connection.Open()
            command.ExecuteNonQuery()

        Catch ex As SqlException
            Dim i As Integer
            For i = 0 To ex.Errors.Count - 1
                errorMessages.Append("Index #" & i.ToString() & ControlChars.NewLine _
                    & "Message: " & ex.Errors(i).Message & ControlChars.NewLine _
                    & "LineNumber: " & ex.Errors(i).LineNumber & ControlChars.NewLine _
                    & "Source: " & ex.Errors(i).Source & ControlChars.NewLine _
                    & "Procedure: " & ex.Errors(i).Procedure & ControlChars.NewLine)
            Next i
            Console.WriteLine(errorMessages.ToString())
        End Try
    End Using
End Sub

public static void ShowSqlException(string connectionString)
{
    string queryString = "EXECUTE NonExistantStoredProcedure";
    StringBuilder errorMessages = new StringBuilder();

    using (SqlConnection connection = new SqlConnection(connectionString))
    {
        SqlCommand command = new SqlCommand(queryString, connection);
        try
        {
            command.Connection.Open();
            command.ExecuteNonQuery();
        }
        catch (SqlException ex)
        {
            for (int i = 0; i < ex.Errors.Count; i++)
            {
                errorMessages.Append("Index #" + i + "\n" +
                    "Message: " + ex.Errors[i].Message + "\n" +
                    "LineNumber: " + ex.Errors[i].LineNumber + "\n" +
                    "Source: " + ex.Errors[i].Source + "\n" +
                    "Procedure: " + ex.Errors[i].Procedure + "\n");
            }
            Console.WriteLine(errorMessages.ToString());
        }
    }
}