TCriticalSection and try __finally block

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What is the best practice (cs is a TCriticalSection)

I have seen this a lot

cs->Enter();
try {
}
__finally {
  cs->Leave();
}

but why not enter the critical section within the try block? Could it cause any issues?

try {
  cs->Enter();
}
__finally {
  cs->Leave();
}
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Remy Lebeau On BEST ANSWER

Do not call Leave() unless Enter() succeeds. If Enter() fails, calling Leave() could leave the cs in a bad state. This is generally the same rule you should follow for any code that needs to use try..__finally to manage resources. Allocate/Obtain the resource first, THEN enter the try block. Or else change the code to utilize RAII-based logic instead or using try..__finally at all.