Visual studio used to have a specific checkbox to \"Break on Un-handled exception\". In 2015 this has been removed (or moved somewhere I cannot find it). So now my convert
It's all a bit confusing, and in my opinion not as good as the old exceptions dialog, but anyway.
If an exception is in the list and ticked then the debugger will break whenever the exception is thrown.
If an exception is unticked or not in the list then the debugger will only break when that exception type is user unhandled.
For example, in the screenshot below, the debugger will break whenever a System.AccessViolationException is thrown, but for all the other exceptions it will only break if the exception was user unhandled.