Enforcing Database Constraints In Application Code

I’m working on my first real asp.net web application and I’m kind of stumped on the best place and method to trap and handle database constraint violations. Suppose I have a unique constraint on a column and a user inputs something that would violate that unique constraint. Do I catch it in the business layer by making a call to the database to check of the value exists for that column or do I let it go all the way to the database and let it throw an exception and handle that in my application?