void DoFileIO()
{
     try
     {
          Open(@"c:\MissingFile.dat");
          Read();
          Close();
     }
     catch (Exception ex)
     {
          throw new Exception("Houston, we have a problem", ex);
     }
}

try
{
     DoFileIO();
}
catch (Exception ex)
{
     MessageBox.Show(ex.Message.ToString());
     if (ex.InnerException != null)
     {
          MessageBox.Show(ex.InnerException.Message.ToString());
     }
}

try
{
     DoFileIO();
}
catch (Exception ex)
{
     MessageBox.Show(ex.Message.ToString());
     Exception Inner = ex.InnerException;
     while( Inner != null )
     {
          MessageBox.Show(Inner.Message.ToString());
          Inner = Inner.InnerException;
     }
}



----------

using System;
public class MyAppException : ApplicationException 
{
   public MyAppException (String message) : base (message) 
   {}

   public MyAppException (String message, Exception inner) : base(message,inner) 
   {}	
}

public class ExceptExample 
{
   public void ThrowInner () 
   {
       throw new MyAppException("ExceptExample inner exception");
   }
   public void CatchInner() 
   {
      try 
      {
         this.ThrowInner();
      }
      catch (Exception e) 
      {
         throw new MyAppException("Error caused by trying ThrowInner.",e);
      }
   }
}

public class Test 
{
   public static void Main() 
   {
      ExceptExample testInstance = new ExceptExample();
      try 
      {
         testInstance.CatchInner();
      }
      catch(Exception e) 
      {
         Console.WriteLine ("In Main catch block. Caught: {0}", e.Message);
         Console.WriteLine ("Inner Exception is {0}",e.InnerException);
      }
   }
}


Output
In Main catch block. Caught: Error caused by trying ThrowInner.

Inner Exception is  MyAppException: ExceptExample inner exception at ExceptExample. ThrowInner() at ExceptExample.CatchInner()