Open A Second Connection When The Fist Fail

Hi, I have a web apllication using asp.net, I have two connectionstrings (cadenaCon and cadenaCon2) in web.config.

<connectionStrings>
  <add connectionString="Server=SUNBOGW-MROMEROSQLEXPRESS;Database=ModulosWebkkk;UID=sa;PWD=martha;"  name="cadenaCon" providerName="System.Data.SqlClient" />
  <add connectionString="Server=SUNBOGW-MROMEROSQLEXPRESS;Database=ModulosWeb;UID=sa;PWD=martha;" name="cadenaCon_bak" providerName="System.Data.SqlClient" />
</connectionStrings>In the class file I have this sub and it works well

Public Sub New()
         conexion = New SqlConnection(ConfigurationManager.ConnectionStrings("cadenaCon").ConnectionString.ToString)
End Sub

My problem is I like to try to connect with cadenaCon and if this connection fails use the other. I used a try but it don´t work,

Public Sub New()
   Try
      conexion = New SqlConnection(ConfigurationManager.ConnectionStrings("cadenaCon").ConnectionString.ToString)
   Catch ex As Exception
       Throw New Exception(ex.Message)
        conexion = New SqlConnection(ConfigurationManager.ConnectionStrings("cadenaCon_bak").ConnectionString.ToString)
   Finally
   End Try
End Sub

Please I aprecitate a sugestion. Thanks 

Martha