Are you seeing this message in the output window or in the exception assistant?
The exception assistant is a little tooltip style window which displays the exception information. If it's the exception assitant you can click on the "View Detail" button and bring up a property grid. One of the properties will be the Stack Trace.
If it's the build window I'm afraid there is no way to have it print out the stack trace information with the exception. You're only option is to enable break on first chance exceptions and manually inspect the value.