Rhino Mocks: What scope do actions inside Do() execute in? [closed]

Expect.Call(delegate { obj.Method(null); }).IgnoreArguments().Do(
  new Action(() => {Console.Write("executed");throw new Exception(); }));

try
        {
            int i = 0;

            TestClass mock = MockRepository.GenerateMock<TestClass>();
            mock.Expect(x => x.Method()).Do(new Action(() => { i++; throw new Exception(); }));

            mock.Method();
        }
        catch
        {
            Console.WriteLine("Bla!");
        }