DebuggerNonUserCodeAttribute Class
Apart from marking specific lines of code, if you mark an method with the [DebuggerNonUserCode] attribute, the debugger will skip first chance exceptions in it.
Quote from MSDN link:
members
that are not part of the code
specifically created by the user can
complicate the debugging experience.
This attribute suppresses the display
of these adjunct types and members in
the debugger window and automatically
steps through, rather than into,
designer provided code.
There is no runtime behaviour apart from debugging, associated with this attribute.
However if you have just one method with certain lines intended for inclusion in Visual Studio's first chance exception handling mechanism, and other lines to be excluded, there's likely not a solution at this level of granularity. You can always refactor a large method into multiple methods and use the attribute on select ones.
Additional Info...
Example usage from this article
using System.Diagnostics;
using XL = Microsoft.Office.Interop.Excel;
public static class WorkbookExtensions
{
[DebuggerNonUserCode]
public static bool TryGetWorksheet(this XL.Workbook wb, string worksheetName, out XL.Worksheet retrievedWorksheet)
{
bool exists = false;
retrievedWorksheet = null;
try
{
retrievedWorksheet = GetWorksheet(wb, worksheetName);
exists = retrievedWorksheet != null;
}
catch(COMException)
{
exists = false;
}
return exists;
}
[DebuggerNonUserCode]
public static XL.Worksheet GetWorksheet(this XL.Workbook wb, string worksheetName)
{
return wb.Worksheets.get_Item(worksheetName) as XL.Worksheet;
}
}
The article shows related VS project options that might be useful.