vb.net Code:
Try
Dim reader As New IO.StreamReader("this file does not exist")
Catch
End Try
and running it. The debugger will notify you of the first chance exception, i.e. that an exception was thrown, but it will continue on happily because the exception was caught. Now remove the Try...Catch block and run it again. The debugger will again notify you of the first chance exception, then your app will crash and the debugger will notify you of the unhandled exception. It's unhandled exceptions that you need to worry about.