Need help in Sending mail (in exceptions).

I m new to the exceptions handling.
I need to send a mail when an exception occurs.
I m using visual basic
When I m writing :
Dim MyMailMessage As New System.Web.
I m having

-AspNetHostingPermission
-AspNetHostingPermissionAttribute
-AspNetHostingPermissionLevel
-Services
-UI

Only.But I system.web.mail and System.Web.MailMessage() that it does not appear
Can someone help me please