Unable to Catch exception in java

Scenario:

I am using a project to manage MPT with Java.

I've got a piece of code like:

try {
    originalfilename = m_allFiles[i].getOriginalFileName();
} catch (Exception e)  {
    System.out.println("Exception Caught");
}

As I access the objects from different threads, sometimes this instruction throws an exception like be.derycke.pieter.com.COMException

Problem:

The message "Exception Caught" is never printed and console prints this stack trace:

be.derycke.pieter.com.COMException: Failed to retrieve the properties (0x800700aa)
    at jmtp.PortableDevicePropertiesImplWin32.getValues(Native Method)
    at jmtp.PortableDeviceObjectImplWin32.retrieveStringValue(Unknown Source)
    at jmtp.PortableDeviceObjectImplWin32.getOriginalFileName(Unknown Source)
    at com.servifot.kiosco.MobileCableSearcher$MobileFolderSearcher.run(MobileCableSearcher.java:284)
    at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1142)
    at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:617)
    at java.lang.Thread.run(Thread.java:745)

The "MobileCableSearcher.java:284" line is what I have inside the try. So why the catch is not catching the exception?

More info:

The object which I call getOriginalFilename() is a PortableDeviceObject

I've tried to Catch a Throwable but the problem is exactly the same.

I've tried to specify the exception with be.derycke.pieter.com.COMException but I get this error:

Exception is caught and reported in PortableDeviceObjectImplWin32.retrieveStringValue.

You will get null as result of getOriginalFileName in this case.