My vs2010 shows this message when an exception is thrown:

How can I configure the debugger to show exceptions like this instead:

Thanks!
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Big difference between the two. You’ll only see the first one when you explicitly configure the debugger to stop when an exception is thrown. You do so with Debug + Exceptions, Thrown checkbox. You don’t often use this, really only when your code contains too many catch statements that swallow exceptions inappropriately and making the code misbehave. It also has a knack for showing exceptions in code you didn’t write. Click the Break button to allow the debugger to show you the details.
You’ll only get the second screenshot when an exception is thrown and there is no catch block to catch it, making it an unhandled exception. That’s a fatal error, the program cannot continue. The debugger stops to show you the problem, it is otherwise the end of the debugging session. Without a debugger your program will crash. This is the ‘good’ kind, you get it by omitting try/catch blocks so your program terminates when something unexpected happens. You will want to write an event handler for the AppDomain.CurrentDomain.UnhandledException event so the user at least has an idea what went wrong. And you for that matter.