+2  A: 

This:

Catch ex As OptimisticConcurrencyException
  ' Resolve the concurrency conflict by refreshing the 
  ' object context before re-saving changes. 
  context.Refresh(RefreshMode.ClientWins, orders)

  ' Save changes. 
  context.SaveChanges()
  Console.WriteLine("OptimisticConcurrencyException handled and changes saved")

...is completely pointless. If the only thing you do when you "handle" the exception is to ignore it and save anyway, you should just turn optimistic concurrency off; you're writing code to work around an optional feature.

So, yes, I'd say the documentation is not giving you good advice here.

Your proposed UI code is a better solution.

Craig Stuntz