[Dev-C++] Exceptions

[<A_B...@gm...>]

Hi,
in standart C/C++ I learned this syntax:

try{  
  // some code
}catch(CFileException* e){
  // some code
  e->Delete();
}

but Dev says "syntax error before '*' token" !!!
Well, I think CFileException was not declared !?!?!
What is the correct use of "catch" with Dev-C++ ????

thx, Acki