private void UpdateSecondDB()
{
    try
    {
    BusinessLayer.TransactionBegin(MySecondaryBO.DataSourceKey, IsolationLevel.ReadCommitted);
    . . . do some processing on a bunch of BOs in the secondary data source . . .
    BusinessLayer.TransactionCommit(MySecondaryBO.DataSourceKey);
    }
    catch
    {
        BusinessLayer.TransactionRollback(MySecondaryBO.DataSourceKey);
        throw;
    }
}

Since the second transaction is wrapped inside the first, then any errors from the second should 1) Rollback the second transaction; 2) Bubble up the error which is caught inside the first transaction; 3) Rollback the first transaction; 4) Run my unhandled exception routine.

Am I thinking clearly enough on this?
Bill