Get errors from a DTS Package run in DOS Shell

I'm running the process like this:

Shell("...blah\...DTSExecutor.exe", AppWinStyle.NormalFocus, True)

This is most of the important code that does everything in my DTSExecutor program:

pkg = New DTS.Package
            'Begin - set up events sink
            Dim cpContainer As UCOMIConnectionPointContainer
            cpContainer = CType(pkg, UCOMIConnectionPointContainer)
            Dim cpPoint As UCOMIConnectionPoint
            Dim PES As PackageEventsSink = New PackageEventsSink
            Dim guid As Guid = _
                New Guid("10020605-EB1C-11CF-AE6E-00AA004A34D5")
            cpContainer.FindConnectionPoint(guid, cpPoint)
            Dim intCookie As Integer
            cpPoint.Advise(PES, intCookie)
            'End - set up events sink
         
            pkg.LoadFromSQLServer("OMABC2", "sa", "", _
            DTSSQLServerStorageFlags.DTSSQLStgFlag_Default, _
            "", "", "", "test dts", Nothing)

            Console.WriteLine("PACKAGE EXECUTION BEGINNING")
            pkg.Execute()
            Console.WriteLine("PACKAGE EXECUTION COMPLETED")
            Console.WriteLine("The package contained {0} steps.", _
                pkg.Steps.Count.ToString)
            pkg.UnInitialize()
            pkg = Nothing
            cpPoint.Unadvise(intCookie)
            cpPoint = Nothing
            cpContainer = Nothing
            PES = Nothing

If something simple goes wrong, like it can't find the sheet in in the Excel workbook it's getting its data from, I want to throw the error and for the user to have a fairly accurate idea of where things've gone wrong.

This is being done in a major hurry and has to be finished soon.  I've only had 5 minutes to sit down and look at it and now I'm going home and it'd be nice to know what to do when I arrive tomorrow morning!

If somebody could point out how I get the error, that would be much appreciated!  Just catch and exception as normal?  I don't have time to try it!  Argh!