Easy question about exception

Hello!

I have a cpp file and a header file which is shown below.
If I compile this cpp file I get the following errors
C:\project\IDTH\DTHToolObjects\MyTest.cpp(11) : error C2061: syntax error :
identifier 'CException'
C:\project\IDTH\DTHToolObjects\MyTest.cpp(11) : error C2310: catch handlers
must specify one type
C:\project\IDTH\DTHToolObjects\MyTest.cpp(14) : error C2317: 'try' block
starting on line '8' has no catch handlers

I assume that there must be some strange settings in the project settings
that is causing this.
I must say that this is the project with the problematic dll that I have
been talking about in several mail.
So it's not a project that I have been created by using the wizard.

Here is the cpp file
**************
#include "stdafx.h"
#include "myTest.h"

MyTest::MyTest()
{
    try
    {
        m_test = TRUE;
    }
    catch(CEXception* ex)
    {
    }
}

and here is the header file
********************
class MyTest
{
public:
    MyTest();
    BOOL m_test;
};

//Tony