Ok, to be more specific, BizTalk 2006 does not have any build-in features to catch the exceptions and display them to you (other than admin tools/HAT). That is the reason Microsoft came up with an exception handling framework in R2. If you are not using ESB then you will have to build your own components similar to that which are available in R2.
You need to possibly
a) develop a .NET component which you can call in all your exception handlers in orchestration, build a fault message and pass it on to the error handler component and persist the message in your required persistence database/logs OR
b) design a fault message schema, build the fault message in every exception handler and publish it to the message box. Have another set of orchestration(s) that will subcribe to the fault message and persrists the message in your persistence database/logs.
In either of the method, you can build a custom UI (web portal) to read the persistence database and display it in the fashion your project needs.
But i strongly recommend, use R2 if possible. It has lot of other features than just exception handling (like edit & resubmit etc.). Taka a look at design and architecture of ESB guidance.
I hope that answers your question. Guys correct me if i am wrong,.