You should only catch an exception if you intend to do something with it. For example, to add extra information to it, log it to a file or something like that, or change the exception:
try { //Some Code... } catch (WebException err) { throw new LicenseException("This was really bad!", err); } catch (Exception err) { err.Data.Add("some-info", 123); logFramework.Log(err); throw; }
Never ever rethrow the same exception (throw err): you lose the call stack when you do that. Instead, just throw, which retains the call stack.