你的意思是，一个消息框？

  MessageBox.Show（错误信息，错误标题，MessageBoxButtons.OK，MessageBoxIcon.Exclamation）;
 

点击此处了解详情：http://msdn.microsoft.com/en-us/library/system.windows.forms.messagebox(v=VS.100).aspx

I have my own exception based on some condition and want to raise an alert when control comes in this catch block

catch (ApplicationException ex)
{
    //want to call window.alert function here
}

Do you mean, a message box?

MessageBox.Show("Error Message", "Error Title", MessageBoxButtons.OK, MessageBoxIcon.Exclamation);

More information here: http://msdn.microsoft.com/en-us/library/system.windows.forms.messagebox(v=VS.100).aspx