I also began to experience this. We tried to debug exceptions that our testers saw and could not reproduce on our own machines. I enabled stop-on-exceptions behavior in VS and alt, exceptions actually occurred. However, if I were in F11 to continue, I would see that exceptions are simply ignored.
I have two cars. One machine is Win 7 64 bit, VS 2008 and VS 2010 are installed, and therefore .Net 4.0 is installed. The application we are testing is .Net 3.5 and is debugged in VS 2008.
Another computer is 32-bit Win XP, simple jane VS 2008 and .Net 3.5.
The Win 7 machine silently ignores. The XP device complains loudly. I think that when installing .Net 4.0, the default policy was changed.
I worked on it by calling
Application.SetUnhandledExceptionMode( UnhandledExceptionMode.CatchException );
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