[c#] Show message box in case of exception

I'm wondering what the correct way is to pass on an exception from one method to my form.

public void test()
{
    try
    {
        int num = int.Parse("gagw");
    }
    catch (Exception)
    {
        throw;
    }
}

Form:

try
{
    test();
}
catch (Exception ex)
{
    MessageBox.Show(ex.Message);
}

in this way i cannot see my text box.

There are many ways, for example:

Method one:

public string test()
{
string ErrMsg = string.Empty;
 try
    {
        int num = int.Parse("gagw");
    }
    catch (Exception ex)
    {
        ErrMsg = ex.Message;
    }
return ErrMsg
}

Method two:

public void test(ref string ErrMsg )
{

    ErrMsg = string.Empty;
     try
        {
            int num = int.Parse("gagw");
        }
        catch (Exception ex)
        {
            ErrMsg = ex.Message;
        }
}

        try
        {
           // your code
        }
        catch (Exception w)
        {
            MessageDialog msgDialog = new MessageDialog(w.ToString());
        }