Yes, that's my concern with exceptions as well. It seems like the Java model (if I remember it right -- it's been a decade), which requires a method to either handle an exception that a sub-method throws or explicitly allow it to be thrown, would be preferable and help people avoid accidentally ignoring an exception.
I'd like to see support for exceptions like this in C++0X, but I haven't bothered to check to see if it's there...