Well the basic syntax for excption handling is given below and you can trap as may type as you want. this is the way to separate one exception from another.
try
{
// Statements that are can cause exception
}
catch(Type x)
{
// Statements to handle exception
}
finally
{
// Statement to clean up
}
also please check How to: Create User-Defined Exceptions and Exceptions and Exception Handling (C# Programming Guide) for better understanding of exception handling because from your question it seem you need to know better about those concepts so you can raise better questions.
Raise your question standrads to get better answer in this community and raise acceptance ratio as well.
If you are doing asp.net please also look for Exception handling in C# and ASP .Net to understand how to do Exception handling.