The advice you followed will only work depending on the module which has to deal with the exception.
CMSDocumentManager in particular won't show the exception message because it has catch block implemented where some other internal actions take place and amongst others it sets label of error message:
string message = ResHelper.GetString("General.ErrorDuringSave", ResourceCulture);
So if you want to customize the message, look to customize General.ErrorDuringSave resource string. Cute thing you can do is to put HTML link to the Event log so it is easily reachable from the error message itself. In Localization application add key General.ErrorDuringSave and to it's text you can put something like this:
An error occurred. Please see <a href="~/CMSModules/EventLog/EventLog.aspx">Event Log</a> application.
If you change it, don't forget to clear application's cache and restart the application so your changes take effect.