vector <int> nData;
while(TRUE)
{
  try
  {
    nData.push_back(rand());
  }
  catch(bad_alloc ba) 
  {
    printf("bad alloactor!");
  }
}

catch(bad_alloc &ba)
{
}

ДИ>catch(bad_alloc &ba)
ДИ>{
ДИ>}
ДИ>

catch(bad_alloc&)
{
printf(...);
}

struct Exc { };
try {
    throw Exc();
} catch (Exc e) {
}

#include <memory>
#include <vector>
#include <cstdio>

int main()
{
  std::vector<int> nData;
  while(true)
  {
    try
    {
      nData.resize((nData.size() + 1) * 2);
    }
    catch(std::bad_alloc& ba)
    {
      std::printf("bad alloactor!");
      return 1;
    }
  }
}

F:\test\out_of_mem>cl -GX test.cpp
Microsoft (R) 32-bit C/C++ Optimizing Compiler Version 13.10.3077 for 80x86
Copyright (C) Microsoft Corporation 1984-2002. All rights reserved.

test.cpp
Microsoft (R) Incremental Linker Version 7.10.3077
Copyright (C) Microsoft Corporation.  All rights reserved.

/out:test.exe
test.obj

F:\test\out_of_mem>test
bad alloactor!

int my_new_handler(size_t)
{
  throw bad_alloc();
  return 0;
}

void CNewHandlerDlg::OnButton1() 
{
  _PNH _old_new_handler;
  _old_new_handler = _set_new_handler(my_new_handler);
  

//тут начинается моя самодеятельность//
  int *nX;

  try
  {
    nX = new int[1000000000];
  }
  catch (bad_alloc ba) 
  {
    AfxMessageBox("BAD ALLOC!");
  }

  if(nX)
    delete nX;


    AfxMessageBox("YES!");
  //тут моя самодеятельность заканчивается//


  _set_new_handler(_old_new_handler);
}