Why VS2010 stops on COMException if exists a try catch and the exception settings is set to not throw on first-chance

Question

I have the following code:

try
{
    ((System.ComponentModel.ISupportInitialize)(this.axWebBrowser1)).EndInit();
}
catch
{
}

And I have the Exception dialog configured to not stop on anything handled:

Anyway VS stops on the following exception and execution cannot continue. Any ideas?

Answer 1

In the settings section for the debugger there is a checkbox for "Break when exceptions cross AppDomain or managed/native boundaries", that is why the catch is not being used.