ExceptionMode is a property on the DatabaseObject, and by default its value is set to Silent. This can be changed in the code if you prefer to capture/handle all the exceptions yourself. You can also override the default value by setting the following configuration setting:
<appSettings>
<add key="ExceptionMode" value="Throw" />
</appSettings>
Setting the value as shown above will cause all DatabaseObjectSQL or BaseBusinessObject instances to throw their exceptions for you to handle.
The default behavior is to capture the exceptions and set the ErrorString property with exception message.