Using powershell call native command-line app and capture STDERR

I'm using a port of a cygwin tool on Windows which writes normal status messages to STRERR. This produces ugly output when run from PowerShell:

PS> dos2unix.exe -n StartApp.sh StartApp_fixed.sh
dos2unix.exe : dos2unix: converting file StartApp.sh to file StartApp_fixed.sh in UNIX format ...
At line:1 char:13
+ dos2unix.exe <<<<  -n StartApp.sh StartApp_fixed.sh
    + CategoryInfo          : NotSpecified: (dos2unix: conve...UNIX format ...:String) [], RemoteException
    + FullyQualifiedErrorId : NativeCommandError

Is there a better way?

P.S. I intend to post one solution I've found and compare it to answers from others.

Answer

This is one solution I've found. Please post your answer if you have a better answer (this is intended only for command-line utilities that send status messages to STDERR instead of normal output stream):

PS> $output = dos2unix.exe -n StartApp.sh StartApp_fixed.sh 2>&1
$output.CategoryInfo.TargetName | Out-Default
dos2unix: converting file StartApp.sh to file StartApp_fixed.sh in UNIX format ...