I am running my .Net application with 3.5 sp1,with IDE Visual C# Express 2008

If I run the program using Start Debugging (F5) and run into an exception my program quits back into the IDE but doesn't show me what exception I ran into or any error messages, it just simply closes out back to the IDE.

If I run my program from my Debug folder and run the same scenario as above, I do get my exception and can appropriately debug and catch.

Is this normal behavior or have I disabled something?