Classic ASP has no try/catch. It also uses VBscript by default and the answer above is, I'm guessing, C#? Here is VBscript ASP for what you are trying to do:
<%
Set conn = Server.CreateObject("ADODB.Connection")
SQL_server_string = "Provider=SQLOLEDB; Data Source=myMachine; Initial Catalog=pubs; User ID=sa; Password=pw"
ConnectionString = SQL_server_string
conn.Open ConnectionString
s = "INSERT INTO"
s = s & " tablename "
s = s & "("
s = s & " fieldname1 "
s = s & ",fieldname2 "
s = s & ") "
s = s & "VALUES"
s = s & "( "
s = s & "'" & stringvalue1 & "'"
s = s & ",'" & stringvalue2 & "'"
s = s & ") "
conn.execute(s)
if (err.number<>0) then
m = "error on page ___ line ____<br>"
m = m & "error number: " & err.number & "<br>"
m = m & "error description: " & err.description & "<br>"
m = m 7 "sql: " & s & "<br>"
session("msg") = m
set conn=nothing
response.redirect("error_report.asp")
end if
'got past error checking... do stuff...
%>