.net - Handling Exceptions In A Class Library Enveloping A Device Driver

I am writing a class library that envelopes an USB device driver. This device has its own class library, provided by the hardware vendor.

Very often, especially if you handle with old DLL or COM assemblies, there are methods (functions to be correct) that return TRUE if all was OK, or FALSE if any error happen. Often these methods return information about the error in one of their parameters or separately in a GetLastError method or even if in an OnError event.

Now, normally I handle all native .NET exceptions in my class libray handling locally or re-throwing to the client if the error is useful to know. But what to do with all other errors that are hidden in the vendor's methods? (in the true I have no exceptions, but only returned TRUE or FALSE values).

Let's make an example with the method "CONNECT" that connect the client to the USB device.

I envelope the method in this way:

Public Sub Connect()
oVendorDevice.connect()
End Sub

now if any connection error happen, the vendor's connect method return FALSE. But I do not know why the connection failed. To know why the connection failed I have to call (for example) the method GetLastError that gives me information about the error. (but do not forget that other vendors use other strategies like returning the error in a method's parameter or in a OnError events.

Now, in order to follow a good .NET exception handling strategy I could write something like this:

Public Sub Connect()
Dim res As Boolean = oVendorDevice.connect()
If res = False Then

[Code].....