+1  A: 

If this application is running under Windows XP or later try looking at using Vectored Exception Handling. You are able to write a simple set of C++ DLLs or use API Calls to trap various activities occurring in the Win32 API.

MSDN Article

RS Conley
@RS, unfortunately, no this app might be used later in vista or windows 7 too, thanks though. :(
melaos
This API is found in Vista and Windows 7.
RS Conley
+1  A: 

You could try using the SetUnhandledExceptionFilter API to catch the exception. I've used it previously, but only with limited success. I believe this code originally either came from, was heavily influenced by, or was inspired by, an Article in the May 99 Visual Basic Programmers Journal called "No Exception Errors, My Dear Dr. Watson" by Jonathan Lunman.

Public Const SYSEXC_MAXIMUM_PARAMETERS = 15
'Not exactly as in API, shorter declaration, but internally the same
Type CONTEXT
  Dbls(0 To 66) As Double
  Longs(0 To 6) As Long
End Type

Type SYSEXC_RECORD
    ExceptionCode As Long
    ExceptionFlags As Long
    pExceptionRecord As Long
    ExceptionAddress As Long
    NumberParameters As Long
    ExceptionInformation(SYSEXC_MAXIMUM_PARAMETERS) As Long
End Type    
Type SYSEXC_POINTERS
    pExceptionRecord As SYSEXC_RECORD
    ContextRecord As CONTEXT
End Type

Private Declare Function SetUnhandledExceptionFilter Lib "kernel32" _
    (ByVal lpTopLevelExceptionFilter As Long) As Long
Private Declare Sub CopyMemory Lib "kernel32" Alias "RtlMoveMemory" _
    (Destination As Any, Source As Any, ByVal Length As Long)
Private Declare Sub CopyExceptionRecord Lib "kernel32" Alias "RtlMoveMemory" (pDest As SYSEXC_RECORD, ByVal LPSYSEXC_RECORD As Long, ByVal lngBytes As Long)


Public Property Get ErrSysHandlerWasSet() As Boolean
    ErrSysHandlerWasSet = mSysHandlerWasSet
End Property


Public Sub ErrSysHandlerSet()
    If mSysHandlerWasSet Then ErrSysHandlerRelease
    Call SetUnhandledExceptionFilter(AddressOf SysExcHandler)
    mSysHandlerWasSet = True
End Sub

Public Sub ErrSysHandlerRelease()
    ErrPreserve 'This Sub may be called from error handler, so preserve errors
    On Error Resume Next
    If mSysHandlerWasSet Then Call SetUnhandledExceptionFilter(0)
    mSysHandlerWasSet = False
    ErrRestore
End Sub

'========================== Private stuff ===========================================
Private Function SysExcHandler(ByRef ExcPtrs As SYSEXC_POINTERS) As Long
  Dim ExcRec As SYSEXC_RECORD, strExc As String
  ExcRec = ExcPtrs.pExceptionRecord
  Do Until ExcRec.pExceptionRecord = 0
    CopyExceptionRecord ExcRec, ExcRec.pExceptionRecord, Len(ExcRec)
  Loop
  strExc = GetExcAsText(ExcRec.ExceptionCode)
  Err.Raise ERR_SYSEXCEPTION, SRC_SYSHANDLER, _
    "(&H" & Hex$(ExcRec.ExceptionCode) & ") " & strExc
End Function

Private Function GetExcAsText(ByVal ExcNum As Long) As String
    Select Case ExcNum
        Case SYSEXC_ACCESS_VIOLATION:          GetExcAsText = "Access violation"
        Case SYSEXC_DATATYPE_MISALIGNMENT:     GetExcAsText = "Datatype misalignment"
        Case SYSEXC_BREAKPOINT:                GetExcAsText = "Breakpoint"
        Case SYSEXC_SINGLE_STEP:               GetExcAsText = "Single step"
        Case SYSEXC_ARRAY_BOUNDS_EXCEEDED:     GetExcAsText = "Array bounds exceeded"
        Case SYSEXC_FLT_DENORMAL_OPERAND:      GetExcAsText = "Float Denormal Operand"
        Case SYSEXC_FLT_DIVIDE_BY_ZERO:        GetExcAsText = "Divide By Zero"
        Case SYSEXC_FLT_INEXACT_RESULT:        GetExcAsText = "Floating Point Inexact Result"
        Case SYSEXC_FLT_INVALID_OPERATION:     GetExcAsText = "Invalid Operation"
        Case SYSEXC_FLT_OVERFLOW:              GetExcAsText = "Float Overflow"
        Case SYSEXC_FLT_STACK_CHECK:           GetExcAsText = "Float Stack Check"
        Case SYSEXC_FLT_UNDERFLOW:             GetExcAsText = "Float Underflow"
        Case SYSEXC_INT_DIVIDE_BY_ZERO:        GetExcAsText = "Integer Divide By Zero"
        Case SYSEXC_INT_OVERFLOW:              GetExcAsText = "Integer Overflow"
        Case SYSEXC_PRIVILEGED_INSTRUCTION:    GetExcAsText = "Privileged Instruction"
        Case SYSEXC_IN_PAGE_ERROR:             GetExcAsText = "In Page Error"
        Case SYSEXC_ILLEGAL_INSTRUCTION:       GetExcAsText = "Illegal Instruction"
        Case SYSEXC_NONCONTINUABLE_EXCEPTION:  GetExcAsText = "Non Continuable Exception"
        Case SYSEXC_STACK_OVERFLOW:            GetExcAsText = "Stack Overflow"
        Case SYSEXC_INVALID_DISPOSITION:       GetExcAsText = "Invalid Disposition"
        Case SYSEXC_GUARD_PAGE_VIOLATION:      GetExcAsText = "Guard Page Violation"
        Case SYSEXC_INVALID_HANDLE:            GetExcAsText = "Invalid Handle"
        Case SYSEXC_CONTROL_C_EXIT:            GetExcAsText = "Control-C Exit"
    End Select
End Function

Check out the SetUnhandledExceptionFilter Function at MSDN for more info.

Scott