This code should help you to find the problem with the exception.
Code:
try
{
CMyProjectClass rs(&myDatabase);
rs.Open(CRecordset::snapshot,_T("Select proj_num, contact_name from dbo.ccy003_project"));
while(!rs.EOF())
{
    cout << rs.m_strCustomerName << endl;
    rs.MoveNext();
}
rs.Close();

}
catch (CDBException* myexcept)
{
cout << myexcept->m_strError << endl;
return 0;
}