Try catch block Problem with store procedures

begin transaction
begin try
create procedure Procedure1
--procedure code goes here
create procedure Procedure2
--procedure code goes here
create procedure Procedure3
--procedure code goes here
create procedure Procedure4
--procedure code goes here
end try
begin catch
rollback
end catch
end transaction

this is my sql-transcation pattern in C#.

using (SqlConnection cn = new SqlConnection(connString)) {
    cn.Open();
    using (SqlTransaction tn = cn.BeginTransaction()) {
        try {
            using (SqlCommand cmd = cn.CreateCommand()) {
                cmd.Transaction = tn;
                cmd.CommandType = CommandType.StoredProcedure;
                cmd.Parameters.Add(new SqlParameter()).Direction 
                   = ParameterDirection.ReturnValue;

                cmd.CommandText = "MyStoredProcedure1";
                cmd.ExecuteNonQuery();
                if ((int)cmd.Parameters[0].Value != 0) 
                    throw new Exception("MyStoredProcedure1 Failed.");

                cmd.CommandText = "MyStoredProcedure2";
                cmd.ExecuteNonQuery();
                if ((int)cmd.Parameters[0].Value != 0) 
                    throw new Exception("MyStoredProcedure2 Failed.");

                cmd.CommandText = "MyStoredProcedure3";
                cmd.ExecuteNonQuery();
                if ((int)cmd.Parameters[0].Value != 0) 
                    throw new Exception("MyStoredProcedure3 Failed.");

                cmd.CommandText = "MyStoredProcedure4";
                cmd.ExecuteNonQuery();
                if ((int)cmd.Parameters[0].Value != 0) 
                    throw new Exception("MyStoredProcedure4 Failed.");

                tn.Commit();
            }
        } catch (Exception ex) {
            tn.Rollback();
            //TO DO:
            //handle exception after rollback
        }
    }
}

you can handle it by StoredProcedure's ReturnValue,like this

Create Proc MyStoredProcedure3
AS begin
Update myTable set MyField1='value' where MyKey='key'
IF @@ROWCOUNT = 0
    RETURN 1
ELSE
    RETURN 0
end

hope it can help u. :)

Use transactions. If you are writing all procedures one by one from code then go with code level transaction i.e. Connection.BeginTransaction and have catch block rollback the transaction and commit under no exception.

or the other idea could be do have a single stored procedure and have transactions there. but making this single procedure depends on the incoming and outgoing parameters.