START with DEBUG throws an error

I downloaded a windows form vb.net application and open it against VS express 2013 for windows desktop. Every time I Start with DEBUG, I am getting the "ERROR 99 Main - External Component has thrown an exception." I am not sure which component is causing this. Is there a way to determine where/what is causing this error? If I do Start without DEBUG, it runs fine.

Anyone?

Can you set a break at the line the error is happening at? Do you know how to set break points?