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.>
When the IDE breaks on the offending line of code, it stops just before executing the line that generated the exception. If you continue, it will just execute that line again, and get the exception again.
If you want to move past the error to see what would have happened, had the error not occurred, you can drag the yellow-highlighted line (the line that will execute next) down to the next line of code after the offending one. Of course, depending on what the offending line failed to do, your program may now be in a state that causes other errors, in which case you haven't really helped yourself much, and probably should fix your code so that the exception either doesn't occur, or is handled properly.