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I am converting some code from VB RDO (using an ODBC cursor) to ADO.NET

Some of the old VB code loops through the RDO errors collection to get any ODBC or Server errors and log them accordingly.

I've converted the code using Data.Common objects (ex: DBCOnnection, DBCommand) and using Datasets and ODBC. (I am NOT using Oracle .NET Provider)

What is the best way to approach this scenario? How do I get server or ODBC errors in this fashion. There is no errors collection I can use. Should I be using Try/Catch? Any best practices? or knowledge from experience?