General Exception Handling in C#

I'm running some code through FxCop and am currently looking at clearing all of the non-breaking violations.

The code itself has a few instances of try/catch blocks which just catch general exceptions;

try
{
    // Some code in here that could throw an exception
}
catch(Exception ex)
{
    // Exception Thrown ... sort it out!
}

Now we all know this is is bad practice but I thought I knew how to do it properly - but FxCop has other ideas!

Suppose that the code in the try block could throw an IO Exception - and only an IO exception. There should be nothing wrong with doing this:

try
{
    // Code in here that can only throw an IOException
}
catch (System.IO.IOException ioExp)
{
    // Handle the IO exception or throw it
}
catch (System.Exception ex)
{
    // Catch otherwise unhandled exception
}

But FxCop disagrees with me ... it still flags this as a violation because I'm catching System.Exception.

Is this really bad practice or should/can I safely ignore this violation?