title: First-chance SocketException getting thrown but my catch isn't working
body: <p>I have a WCF application that sometimes performs long running queries.  I have created  code on the client side that understands when a Timeout on the socket has occurred and will take steps to repoll the server later to grab the answer.  The system throws a number of first-chance exceptions just before the TimeoutException occurs including SocketException.  In the past, first-chance exceptions have slowed my apps considerably until I caught and handled them.</p>
  
  <p>I want to get rid of these first-chance exceptions so I created a try-catch block to handle the SocketException and turned on the exceptions in VS2010 and reran the code.  When I did, I saw the debugger show me that the SocketException had occurred, but my catch block was never entered. (see below)</p>
  
  <p><img src="https://i.stack.imgur.com/brF5C.png" alt="enter image description here"></p>
  
  <p>I found a number of similar posts including <a href="https://stackoverflow.com/questions/6665563/c-sharp-socketexception-doesnt-get-caught">C# SocketException doesn&#39;t get caught</a> but none of the answers I found address how to catch the Exception, or whether I should even worry about it. </p>
  
  <p>So my questions are:</p>
  
  <p>1) Should I be worrying about these first chance exceptions?</p>
  
  <p>2) If so, how do I get the system to catch them?</p>