How to remove the GPF message box

Hello,
I'm running 16 bit applications on Windows NT system, and I would like to avoid error message box when the application cause a GPF. I use SetErrorMode() with the two flags SEM_FAILCRITICALERRORS and SEM_NOGPFAULTERRORBOX, but the problem is that there is TWO message boxes. The second is the GPF windows (titled Application Error) and this one is removed by the SetErrorMode(), but the first one is a window titled with the application name and telling me that an application error has occured and giving me two choices : Ignored button or Close button. This last window is not removed by the SetErrorMode().
I can't kill (by a TerminateProcess()) the NTVDM wich contain this application when there is this window on the screen.
So how to remove this window in order to have the faulty application cleanly removed from the memory ?

Thanks in advance...for any suggestions

Lionel