We\'re having problems with Windows silently eating exceptions and allowing the application to continue running, when the exception is thrown inside the message pump. For ex
If you're running on an x64 OS you may have been bitten by this:
http://blog.paulbetts.org/index.php/2010/07/20/the-case-of-the-disappearing-onload-exception-user-mode-callback-exceptions-in-x64/
Or (less likely in this case), it may be this: http://blogs.msdn.com/b/oldnewthing/archive/2011/01/20/10117963.aspx