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Breaking on Math Warnings?

Can anyone tell me how to have a program "break" on math warnings in
For instance, if Gauss2Dfit doesn't converge, how can I "respond" to
that warning?
If I get a "% Program caused arithmetic error: Floating underflow", how
do I "check"
for this?
The CATCH procedure explicitely says that it does not "catch" these
types of errors...
"Calling CATCH establishes an error handler for the current procedure
that intercepts all errors that can be handled by IDL, excluding
non-fatal warnings such as math errors."