There are .NET Framework classes that will give you the call stack information at a particular point. Call this method inside the catch block.

using System;
using System.Diagnostics;
using System.Reflection;
using System.Text;

public static void TraceCaughtException( Exception e ) 
{ 
  StackTrace st = new StackTrace( 1, true ); 
  StackFrame sf = st.GetFrame( StackTrace.METHODS_TO_SKIP ); 
  if ( sf != null ) 
  { 
    MethodBase mb = sf.GetMethod(); 
    Trace.WriteLine( e.ToString() ); 
    
    Trace.WriteLine( string.Format( "caught in File {0}, line {1}", 
      sf.GetFileName(), sf.GetFileLineNumber() ) );

    StringBuilder sb = new StringBuilder(); 
    sb.AppendFormat( "in method {0}.{1}(", 
      mb.ReflectedType.Name, mb.Name  ); 
    bool first = true; 
    foreach ( ParameterInfo pi in mb.GetParameters() ) 
    { 
      sb.AppendFormat( first ? "{0} {1}" : ", {0} {1}",
        pi.ParameterType.Name, pi.Name ); 
      first = false; 
    } 
    sb.Append( ");" ); 
    Trace.WriteLine( sb.ToString() ); 
  } 
}

Contributed from George Shepherd's Windows Forms FAQ