When I debug a C# program and I get an exception throwed (either thrown by code OR thrown by the framework), the IDE stops and get me to the corresponding line in my code.>
You probably have the option "Unwind the callstack on unhandled exceptions" checked in Visual Studio. When this option is on Visual Studio will unwind to right before the exception, so hitting F5 will keep ramming into the same exception.
If you uncheck the option Visual Studio will break at the exception, but hitting F5 will proceed past that line.
This option is under menu Tools → Options → Debugging → General.