nUnit Assert.That(method,Throws.Exception) not catching exceptions

Can someone tell me why this unit test that checks for exceptions fails? Obviously my real test is checking other code but I'm using Int32.Parse to show the issue.

[Test]
public void MyTest()
{
    Assert.That(Int32.Parse("abc"), Throws.Exception.TypeOf<FormatException>());
}

The test fails, giving this error. Obviously I'm trying to test for this exception and I think I'm missing something in my syntax.

Error   1   TestCase '.MyTest'
failed: System.FormatException : Input string was not in a correct format.
at System.Number.StringToNumber(String str, NumberStyles options, NumberBuffer& number, NumberFormatInfo info, Boolean parseDecimal)
at System.Number.ParseInt32(String s, NumberStyles style, NumberFormatInfo info)
at System.Int32.Parse(String s)

based on the documentation at Throws Constraint (NUnit 2.5)