Currently you're catching all of ComExceptions. If you want to catch other exceptions, you need to provide specific types for each exception.
You can add your exception types after your catch block like this:
catch (System.Runtime.InteropServices.COMException)
{
MessageBox.Show("Could not initialize Kinect device.\nExiting application.");
_nui = null;
} catch (Exception ex) //this will catch generic exceptions.
{
}
If you want your code to execute after catch No matter what. you can also try to use finally
like this
try
{
//logic
}
finally
{
//logic. This will be executed and then the exception will be catched
}