If your catch block do nothing with caught exception you may declare block argument without name (to avoid warning message "CS0168: The variable 'ex' is declared but never used"):
// deliberately suppressing all exceptions
But one day during debugging you may actually want to examine Exception. Since you don't have variable where exception is stored you can use debugger variable $exception provided by the Visual Studio.NET 2005 Debugger to examine the exception in a catch block. Just add it to Watch Window.