Sometimes unhanded C++ exceptions will crash you program.
It might looks something like this:
(fc0.5204): C++ EH exception - code e06d7363 (first chance)
First chance exceptions are reported before any exception handling.
This exception may be expected and handled.
KERNELBASE!RaiseException+0x69:
windbg has gotten a lot better at handling exceptions. A lot of times, you can just type:
> .excr
And it will reconstituted and set the context to the stack the threw; still, there are other factors that may prevent this from working like you'd want.
If that doesn't work, you can just use the trusty sx to set an exception handler
> sxe eh
Or if you have a specific structured exception number
> sxe number