Using finally instead of catch

I've seen this pattern a few times now:

        bool success = false;
         try
         {
             DoSomething();
             success = true;
         }
         finally
         {
             if (!success)
                 Rollback();
         }
 

And I've been wondering: Why is this better than using catch for rollbacks?

        try
         {
             DoSomething();
         }
         catch
         {
             Rollback();
             throw;
         }
 

What are the differences between the two ways of making sure changes are rolled back on failure?

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