How do I do a MONMSG in a 'C' program?

I'm almost done with my C program.  While 'stress testing' it with every
known error, a few seem to cause the system to throw an *ESCAPE message
on it's own.  (_Ropen of a locked file for example.)  Is there a way my
C program can trap these?  I would not care as much if the message
showed on the screen when it ends, but right now it just terminates.  If
it was not for the fact that my program sends a SUCCESS message at the
end that is missing, I'd have no idea the program abended.