The "Reg" has an article about exception handling, with their usual dose of humo(u)r. Here's an excerpt:

If you're running under Windows XP, consider converting the exception into a null pointer dereference in the catch handler:

catch(...) { // now we're really stuffed int* p = 0; *p = 22;
This has the advantage over an ordinary crash that you will get one of those special OS-supplied dialogs, that asks permission to send log details back to Microsoft. Naive users will interpret this as a Windows fault, and will direct their bile Redmondwards.