Why use try {} finally {} with an empty try block?

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From http://blog.somecreativity.com/2008/04/10/the-empty-try-block-mystery/:

This methodology guards against a
Thread.Abort call interrupting the
processing. The MSDN page of
Thread.Abort says that “Unexecuted
finally blocks are executed before the
thread is aborted”. So in order to
guarantee that your processing
finishes even if your thread is
aborted in the middle by someone
calling Abort on your thread, you can
place all your code in the finally
block (the alternative is to write
code in the “catch” block to determine
where you were before “try” was
interrupted by Abort and proceed from
there if you want to).

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