When there is a failure in the New Entity Class from DB wizard, generation stops
wherever the failure happened.  Some classes are correctly generated, some are
broken and just contain the Templates.Classes content from the original class
template.   From Jano:
I guess it's better to not generate anything...A general error dialog saying 
"Unexpected error when generating entity classes. No classes were generated."

The error message above is for the case when the exception doesn't have a
message, otherwise I propose:
"Error when generating entity classes: <exception message>. No classes were
generated."

Newlines in the messages must be worked out, and whether or not the class on
which it failed should be mentioned.

Note that after a discussion with Pavel, the simple solution of moving the
begin/end trans calls as well as the try/catch/finally was tried, but that was
not sufficient since all the Templates.Classes content files were then left over.