When an application throws an exception while it is being
debugged, the debugger sees the exception before the program has
a chance to handle it.

The debugger can allow the program to continue,
or it can handle the exception.

This is usually referred to as the
debugger�s first chance to handle the exception. If the
debugger does not handle the exception, the program sees the exception.
If the program does not handle the exception, the debugger gets
a second chance to handle it.

You can control whether the debugger handles first-chance
exceptions in the Exception Setting dialog box. To open the dialog
box, open the debugger and select Exceptions from the Debug menu.
By default, all exceptions inherit from their parent, and all are
set to Continue.

This figure shows the DWRuntimeError exception
has been set to Break into the debugger:

When this exception is thrown, a dialog box lets you choose whether to open the debugger or pass the exception
to the program.