ReactiveUI exception handling

I've looked around at a number of the ReactiveUI samples, but I can't see a good simple example of how to handle exceptions, where a message should be displayed to the user. (If there is a good example can somebody point me to it?).

My first question is how to handle an exception with ReactiveCommand and ToProperty. For example, I have the following code:

public class MainWindowViewModel : ReactiveObject
{
    public ReactiveCommand CalculateTheAnswer { get; set; }

    public MainWindowViewModel()
    {
        CalculateTheAnswer = new ReactiveCommand();

        CalculateTheAnswer
            .SelectMany(_ => AnswerCalculator())
            .ToProperty(this, x => x.TheAnswer);

        CalculateTheAnswer.ThrownExceptions
            .Select(exception => MessageBox.Show(exception.Message));
    }

    private readonly ObservableAsPropertyHelper<int> _theAnswer;
    public int TheAnswer
    {
        get { return _theAnswer.Value; }
    }

    private static IObservable<int> AnswerCalculator()
    {
        var task = Task.Factory.StartNew(() =>
        {
            throw new ApplicationException("Unable to calculate answer, because I don't know what the question is");
            return 42;
        });

        return task.ToObservable();
    }
}

I think I must be misunderstanding ThrownExceptions, because this observable is not receiving any items when I run the code above. What am I doing wrong?

My second question is how would I do this in a MVVM-friendly way. This blog entry mentions a User Errors feature, but I can't find any documentation on how to use it. How would I implement it into the above example?

Edit: I've published an example solution c# reactiveui