Try-Catch and "Continue" - is this possible?

Question

I have a section in my code where I am querying all SQL Server Databases on my network. I am first trying to use a SQL Login to access the SQL Server Instance but if that fails then I want to try connecting using my Windows Credentials. After that if I still can't connect then I want the code to fail and then notify the user.

So I guess what I am asking is how can I loop back from inside of a Try-Catch block to the line just above the Try-Catch block:

String conxString = @"Data Source=SQLInstance1;User ID=FOO;Password=BAR;";
bool secondTime = false;

using (SqlConnection sqlConx = new SqlConnection(conxString))
     {
         Try{
               sqlConx.Open();
               DataTable tblDatabases = sqlConx.GetSchema("Databases");
               sqlConx.Close();
               secondTime = false;
               Console.WriteLine("SQL Server found!");
         }
         Catch(System.Data.SqlClient.SqlException e){
                if (!secondTime){
                   secondTime = true;
                   conxString = @"Data Source=SQLInstance1; Integrated Security=True;";
                      //Loop back to the using statement to try again with Windows Creds
                {
                 else{
                   Console.WriteLine("SQL Server not found or credentials refused");
                 }
                   //Report Failure to connect to user

         }
         finally{
            //Reset Variable
            secondTime = false;
         }

      }

Answer 1

I would probably go this route:

String conxString = @"Data Source=Instance1;User ID=FOO;Password=BAR;";
//in your main function
if(!TryConnect(conxString))
{
   Console.WriteLine("SQL Creditials failed.  Trying with windows credentials...");
   conxString = "new conn string";
   TryConnect(conxString);
}
..............
//new function outside of your main function
private bool TryConnect(string connString)
{
   using (SqlConnection sqlConx = new SqlConnection(conxString))
     {
         Try{
               sqlConx.Open();
               DataTable tblDatabases = sqlConx.GetSchema("Databases");
               sqlConx.Close();
         }
         Catch(System.Data.SqlClient.SqlException e){
                return false;
         }
         return true;    
      }
}