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
I experienced this same issue, and found it was a result of this Microsoft bug: http://connect.microsoft.com/VisualStudio/feedback/details/550944/hardware-exceptions-on-x64-machines-are-silently-caught-in-wndproc-messages
There’s a fix available from Microsoft, though deploying it is somewhat challenging if you have multiple target platforms:
http://support.microsoft.com/kb/976038
Here's an article on the subject describing the behavior:
http://blog.paulbetts.org/index.php/2010/07/20/the-case-of-the-disappearing-onload-exception-user-mode-callback-exceptions-in-x64/
The issue is basically that Hardware exceptions in 32-bit programs are silently caught in the WndProc routine on 64-bit OSs, unless you send commands telling it not to. Microsoft has a hotfix for the issue that is required if you're running Vista SP2, but isn't required with Windows 7 SP1 (not sure about Win7 without the SP).
Even WITH the hotfix, you need to enable the correct behavior by setting a registry key or making some calls to the kernel to tell it your process expects hardware exceptions to crash when encountered during WndProc.
According to the PaulBetts link above, this was done for backwards compatibility with Windows Server 2003.
If you program is a 64-bit program, this issue goes away.