How to catch errors in a DLL and pass error message back to the webpage so that I can display in MessageBox?

On a webpage catching an error is simple. Try Catch ex as Exception End Catch But I have a DLL that I have that could also have an error.  I would like to be able to catch them and either return the exp.message back to the webpage, or issue a messagebox directly from my dll. 
One thing I do not want to have to do is wrap every single Sub/Function in a Try/Catch. Here is my MessageBox Function:     Public Sub MessageBox(ByVal strMsg As String, ByVal Page As Page)         Dim lbl As New Label         lbl.Text = "<script language='javascript'>" & Environment.NewLine _                    & "window.alert(" & "'" & strMsg & "'" & ")</script>"  &n ...