You just need to add the exception as an Allowable Warning.  Do this just before calling Post() (or before calling Confirm() if you're doing so) and then remove the warning afterwards.

Sage.Accounting.Application.AllowableWarnings.Add(
    sopOrder, typeof(Ex20235Exception));

^ where sopOrder is your SOPOrder instance.

It still takes the order discount value but I want to ignore the discount value and continue the transaction.

The SOPOrder.Post() method takes two boolean values - the first of which is ApplyBestDiscount. So pass that as false (and make sure it is that override of Post() that you're calling - the other one shouldn't be public IMO)

Yes thank you. That works!