Exception thrown in Form.Load event is never caught by IDE

You can configure debugger to break on selected exceptions. To do this you need to open Debug -> Exceptions window and ensure that both check boxes are checked (especially check box in "Thrown" column) for the "CLR Exceptions" row.

This means that debugger will intercept and break on the selected exceptions right after they are thrown.

Here is an article about this window: http://social.msdn.microsoft.com/Forums/en-US/vsdebug/thread/b8c82b79-47d4-42ab-abdb-ff71d67a0022

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