Question : How To Locate Items Displayed In The Immediate Window Dialog Box of Visual Studio Express 2008

I've written a program that accepts user input then writes it to various text files.  It works as intended, however, I notice a message displays in the Immediate Window Dialog Box of Visual Studio (both Express versions 08 & 10) "A first chance exception of type 'System.ComponentModel.Win32Exception' occurred in System.dll".  

I need to know how to find the piece of code this exception is coming from.

Answer : How To Locate Items Displayed In The Immediate Window Dialog Box of Visual Studio Express 2008

Are you using any third party components?
Does the program work as intended despite the error message?
Try displaying the call stack. that may give you a bit more info:
http://msdn.microsoft.com/en-us/library/ms171366(v=VS.80).aspx