using(SqlTransaction myTransOne = sqlConnection1.BeginTransaction())
{
   try
   {
      ....First SP.....
      ....Second SP.....
      ....Third SP.....
      myTransOne.Commit();
   }
   catch
   {
      try
      {
         myTransOne.Rollback();
      }
      catch{}
      throw;
   }
   MessageBox("........");
}