Take a look at the example from the ThreadException documentation:
public static void Main(string[] args)
{
// Add the event handler for handling UI thread exceptions to the event.
Application.ThreadException += new
ThreadExceptionEventHandler(ErrorHandlerForm.Form1_UIThreadException);
// Set the unhandled exception mode to force all Windows Forms errors
// to go through our handler.
Application.SetUnhandledExceptionMode(UnhandledExceptionMode.CatchException);
// Add the event handler for handling non-UI thread exceptions to the event.
AppDomain.CurrentDomain.UnhandledException += new
UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);
}
You might also want to not catch exceptions when debugging, as this makes it easier to debug. It is somewhat of a hack, but for that you can wrap the above code around with
if (!AppDomain.CurrentDomain.FriendlyName.EndsWith("vshost.exe")) { ... }
To prevent catching the exceptions when debugging.