Try handling the App.UnhandledException event in your App.cs file, then do Debug.WriteLine( e.Exception.ToString() ) and set e.Handled to true. If you're lucky you can watch the output window in VS and see what's going on. Also do a try/catch like Richie suggested and use a Debug.WriteLine() there too. Also you can try catching the exception earlier on - hit Ctrl + Alt + E in VS and click the "thrown" checkbox next to managed/clr exceptions. That way the debugger will break as soon as the error happens and you might have better luck.
But this really shouldn't be happening. Whenever VS breaks on an exception you should be able to hit F5 and continue running the code. If none of those hacks helps you could you try creating a small sample of what's causing the behavior? Are you doing anything crazy? ;)