locking a resource via lock within try. Is it wrong?

Is there anything wrong with using lock with a try block? I remember reading somewhere that we should always try to put minimum amount of code within try block and lock itself internally uses a try-finally block, do you guys see something wrong here.I need to deal with the fact that the code within that lock block can throw exception

try  
{  
   lock(syncblk)  
   {  
        // do some processing  
    }  

}  
catch(Exception e)  
{  
    // do something with exception  
}