try catch Connect not working

[jjzhu]

the try catch does not work when Connect to the serverPoint: 0.0.0.0:9000. Since this is not a valid address, I imagine it can be caught by the ZMQ.Exception error. However, the c# gives me a direct error and the program stopped.
try {
zmqContext = new Context(1);
zmqSocket = zmqContext.Socket(SocketType.REQ);
zmqSocket.Connect(serverPoint);
this.serverPoint = serverPoint;
}
catch (ZMQ.Exception e) {
Trace.WriteLine("error ZMQ: "+e.Message+" at:"+serverPoint);
return;
}