Where do I handle asynchronous exceptions?

Question

Consider the following code:

class Foo {
    // boring parts omitted

    private TcpClient socket;

    public void Connect(){
        socket.BeginConnect(Host,         


        

Answer 1

Code sample of exception handling for asynch delegate from msdn forum. I beleive that for TcpClient pattern will be the same.

using System;
using System.Runtime.Remoting.Messaging;

class Program {
  static void Main(string[] args) {
    new Program().Run();
    Console.ReadLine();
  }
  void Run() {
    Action example = new Action(threaded);
    IAsyncResult ia = example.BeginInvoke(new AsyncCallback(completed), null);
    // Option #1:
    /*
    ia.AsyncWaitHandle.WaitOne();
    try {
      example.EndInvoke(ia);
    }
    catch (Exception ex) {
      Console.WriteLine(ex.Message);
    }
    */
  }

  void threaded() {
    throw new ApplicationException("Kaboom");
  }

  void completed(IAsyncResult ar) {
    // Option #2:
    Action example = (ar as AsyncResult).AsyncDelegate as Action;
    try {
      example.EndInvoke(ar);
    }
    catch (Exception ex) {
      Console.WriteLine(ex.Message);
    }
  }
}