How to send the exception message to the caller

Question

Hi,
I have the following method:

 public void SaveData

{

   try

   {

      connectionObj.Open();

      int i = command.ExecuteNonQuery()

      connectionObj.Open();

   }

catch(SQLException ex)

{

   //i want to add a custome error message to teh message Property of "ex" and 

//i want to throw "ex" object to the caller

}

}

how do i add a custome error message to teh message Property of "ex" and throw the ex object to teh caller from catch block?
 
TY in Advance