Questions about shifting from mysql to PDO

Posted by Scarface on Stack Overflow See other posts from Stack Overflow or by Scarface
Published on 2010-05-15T20:48:01Z Indexed on 2010/05/15 20:54 UTC
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Hey guys I have recently decided to switch all my current plain mysql queries performed with php mysql_query to PDO style queries to improve performance, portability and security. I just have some quick questions for any experts in this database interaction tool

Will it prevent injection if all statements are prepared? (I noticed on php.net it wrote 'however, if other portions of the query are being built up with unescaped input, SQL injection is still possible' I was not exactly sure what this meant). Does this just mean that if all variables are run through a prepare function it is safe, and if some are directly inserted then it is not?
Currently I have a connection at the top of my page and queries performed during the rest of the page. I took a look at PDO in more detail and noticed that there is a try and catch procedure for every query involving a connection and the closing of that connection. Is there a straightforward way to connecting and then reusing that connection without having to put everything in a try or constantly repeat the procedure by connecting, querying and closing?
Can anyone briefly explain in layman's terms what purpose a set_exception_handler serves?

I appreciate any advice from any more experienced individuals.

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