Great question. I am neither a bdd or specflow expert, however, my first bit of advice would be to take a step back and assess your scenario.
Do you really want to use the terms “throw” and “exception” in this spec? Keep in mind the idea with bdd is to use a ubiquitous language with the business. Ideally, they should be able to read these scenarios and interpret them.
Consider changing your “then” phrase to include something like this:
Scenario: Pressing add with an empty stack displays an error
Given I have entered nothing into the calculator
When I press add
Then the user is presented with an error message
The exception is still thrown in the background but the end result is a simple error message.
Scott Bellware touches this concept in this Herding Code podcast: http://herdingcode.com/?p=176