The PHP Developer Blog has a quick post for the unit testers out there on how to work with exception handling in your tests.
When unit testing, you'd also want to test whether your application throws Exceptions as expected (the following examples are based on SimpleTest). Assumption for the examples is, that we have a method that expects an integer as parameter.
Putting the assertion inside of the catch block won't work correctly since it wouldn't happen unless an exception is thrown. Instead he recommends putting it right after the exception try/catch and check to see if the exception variable is a type of 'Exception' (with another potential solution of adding in a check for an 'InvalidArgumentException').