Short of using a profiler, is there any way inside a running program to detect first chance exceptions? Ideally, I would like to record more detailed state information that
Use Adplus.
It will attach a debugger to the proccess, and generate (by default) a small minidump when first chance excpetion are raised. Adplus generated log file will also contain exception info. Just make sure you have PDB's aviable to see full calstack info.