Getting error information from catch(...)

I am managing exceptions using C++ MFC using the catch(...) option. Is there any way to get more information using this exception handler, more than just "and exception occurred"? Like Windows getLastError() or something?

Any help would be appreciated.

void myProgram
{
	CStdioFile		file;
	CString			szPath = _T("Myfile.txt");
	CString			szData,szError;
	bool			bFound = false;
	int				nErrors = 0;
	TCHAR			szCause[255];

	try
	{
		file.Open(szPath,  CFile::modeNoTruncate | CFile::modeReadWrite);
		file.SeekToEnd();
		while( file.ReadString(szData) && !bFound && !nErrors )
		{
			if( szData.Find(_T("MyName="),0) >= 0 )
			{
				someProcessProgram(szData);
				bFound = true;
			}
		}

		file.Close();

	}
	catch( CException* e )
	{
		e->GetErrorMessage(szCause,255);
		e->Delete();
		szError.Format(_T("An exception occurred while reading data.\nWindows reports: %s"),szCause);
		nErrors++;
		AfxMessageBox(szError);
	}
	catch( std::exception* e )
	{
		szError.Format(_T("An exception occurred while reading data.\nWindows reports: %s"),e->what());
		nErrors++;
		AfxMessageBox(szError);
	}
	catch(...)
	{
		szError = _T("An exception occurred while reading data.");
		nErrors++;
		AfxMessageBox(szError);
	}

}

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