Error trapping (socket error 10053)

I have an http server, but I am unsure of how to deal with certain errors.

For example, if the user aborts a request or retries before it is
finished I get a socket error code 10053. 'Software caused connection abort.

I'm trying to trap it like this:

try
    // Do Stuff
end
except on E : Exception do
         // Nothing
end;


But the program still halts and gives me the error message. Why? If the
user aborts I just want to ignore it and move on.

Thanks