When is a door not a door...

OK, I just got into a little debate with my cohort Bill Steele over a few lines of code. Why don't you, dear readers, take a look for yourselves:

 Private Function DoSomething() As Boolean
 Try
 Return True
 Catch ex As Exception
 Finally
 MessageBox.Show("Here I am!")
 End Try
 End Function

Now, without trying out the code, or looking it up in help or a book, answer me this: When the function is called, will the messagebox show up, and why or why not?