Set e.Handled to true and then shutdown the application.
private void Application_DispatcherUnhandledException(object sender, DispatcherUnhandledExceptionEventArgs e)
{
var exception = e.Exception;
ShowErrorMessage(exception);
if (string.CompareOrdinal(exception.Message, FP.Properties.Resources.GAConnectionErrorText) == 0 || (
!ReferenceEquals(exception.InnerException, null) &&
string.CompareOrdinal(exception.InnerException.Message, FP.Properties.Resources.GAConnectionErrorText) == 0))
{
e.Handled = true;
Application.Current.Shutdown();
}
}