__try Begins a guarded body of code. Used with the __except keyword to construct an exception handler, or with the __finally keyword to construct a termination handler.
__except Begins a block of code that is executed only when an exception occurs within its associated __try block.
__finally Begins a block of code that is executed whenever the flow of control leaves its associated __try block.
__leave Allows for immediate termination of the __try block without causing abnormal termination and its performance penalty.