Java exception not caught

Why are some exceptions in Java not caught by catch (Exception ex)? This is code is completely failing out with an unhandled exception. (Java Version 1.4).

public static void main(String[] args) {
    try {
        //Code ...
    } catch (Exception ex) {
        System.err.println("Caught Exception");
        ex.printStackTrace();
        exitCode = app.FAILURE_EXIT_CODE;
    }
    finally {
        app.shutdown();
    }
    System.exit(exitCode);
}

I get a Exception in thread "main" java.lang.NoSuchMethodError

But this works

public static void main(String[] args) {
    int exitCode = app.SUCCESS_EXIT_CODE;
    try {
        //Code ...
    } catch (java.lang.NoSuchMethodError mex){
        System.err.println("Caught NoSuchMethodError");
        mex.printStackTrace();
        exitCode = app.FAILURE_EXIT_CODE;
    } catch (Exception ex) {
        System.err.println("Caught Exception");
        ex.printStackTrace();
        exitCode = app.FAILURE_EXIT_CODE;
    }
    finally {
        app.shutdown();
    }
    System.exit(exitCode);
}

I get Caught NoSuchMethodError java.lang.NoSuchMethodError:

I thought catching exceptions would catch all exceptions? How can I catch all exceptions in java?