What happens to C# Dictionary<int, int> lookup if the key does not exist?

Assuming you want to get the value if the key does exist, use Dictionary<TKey, TValue>.TryGetValue:

int value;
if (dictionary.TryGetValue(key, out value))
{
    // Key was in dictionary; "value" contains corresponding value
} 
else 
{
    // Key wasn't in dictionary; "value" is now 0
}

(Using ContainsKey and then the the indexer makes it look the key up twice, which is pretty pointless.)

Note that even if you were using reference types, checking for null wouldn't work - the indexer for Dictionary<,> will throw an exception if you request a missing key, rather than returning null. (This is a big difference between Dictionary<,> and Hashtable.)

The Dictionary throws a KeyNotFound exception in the event that the dictionary does not contain your key.

As suggested, ContainsKey is the appropriate precaution. TryGetValue is also effective.

This allows the dictionary to store a value of null more effectively. Without it behaving this way, checking for a null result from the [] operator would indicate either a null value OR the non-existance of the input key which is no good.

If you're just checking before trying to add a new value, use the ContainsKey method:

if (!openWith.ContainsKey("ht"))
{
    openWith.Add("ht", "hypertrm.exe");
}

If you're checking that the value exists, use the TryGetValue method as described in Jon Skeet's answer.