如何捕获临界区中抛出的异常？

I'm working on win 32 multithreading with c++. Scenario: I have a function used by multiple threads. This function as a critical sections (or any kind of construct that can lock a resource). In the critical section an exception is thrown. At this point I need to take care of unlocking the resource in the exception catch block.I'm working on win 32 multithreading with c++.