>>Shouldn't it be :

Throw New Exception("Ok, here is the exception", ex)

>
>If I do that, I get the first error but not the "Ok, here is the exception". I also loose the stack trace as it only returns the last stack trace line.

Ah, a second problem. GetBaseException() get's the initial exception - there will be no inner to that. Just work with GetLastError() and drill down from there.....