Java Exception Gotcha

I've been doing a bit of study for the Sun Certified Java Programmer exam recently, and just studied a piece of code which I was tricked by, so I thought I'd post it here.

When doing exception handling in Java, I always thought that a return statement prevented a finally { } block from being called. In other words, I assumed the output from the following code snippet should be "exe1", not "exe1 finally".

public class Test {
	public static void main(final String[] args) {
		try {
			exception();
		} catch (final IOException e) {
			System.out.print("exe1");
			return;
		} finally {
			System.out.print(" finally");
		}

		System.out.println(" what now?");
	}

	private static void exception() throws IOException {
		throw new IOException();
	}
}

In actual fact, despite the return statement in the catch block, the finally method is still called prior to the method returning. As should be obvious, the " what now?" message is never printed in this instance.

So, in summary, it's reassuring to know that the finally block is called even when an explicit return statement is added - it means things like DB connections will always be closed. I always was a little nervous about return statements in try {...} catch {...} blocks, but now after reassuring myself it seems there is no need for this.