Error handling in AIF service.

Hi, 

I'm trying to do an exception handling in my code for a custom service which creates PO in AX.

But seems I've no control in handling it by try catch block. 

Here is my scenario, I have PO with 5 lines to be created, and even if my 3rd line thrown error on creation, I should be able to skip the line, log the message and create the rest of the lines.

while(purchLinesEnum.moveNext())//List enumerator
{
    //Contract class which holds the details for PO lines
    contractImp = purchLinesEnum.current();
    try
    {
        //A method which creates PO line, by using PurchLine.createLine method
        this.createPurchLine(purchTable,contractImp,inventLocation);
    }
    catch
    {
        ret = false; //A Boolean variable which should be set to false on error.
    }
}

Note: I have no transaction pair written outer the try catch block.

For this code, I have an exception returned to caller as below,

I try to debug the code, which resulted as below,

Could anyone help me to understand whats happening here. 

Thanks in Advance,

Abida