title: Try/Catch doesn't catch exception
body: <p>I have project with <code>FiddlerApplication</code> that saves some sessions for me. When I start the program  first launch after restart 100% fails and then 10% fails 90% works.</p>
  
  <p>The biggest problem that when it fails it doesn't catch any exceptions in try/catch. Here is my code</p>
  
  <pre><code>static class Program
  {
      [STAThread]
      static void Main(string[] args)
      {
          try
          {
              browserToRun.GoTo("www.test.com"); 
              FiddlerApplication.AfterSessionComplete +=  FiddlerApplication_AfterSessionComplete;
  
              //HERE it fails
              FiddlerApplication.Startup(8888, true, true, true);
              FiddlerApplication.Shutdown();
          }
          catch (Exception ex)
          {
              // it is not getting to here
              FiddlerApplication.AfterSessionComplete -= FiddlerApplication_AfterSessionComplete;
              FiddlerApplication.Shutdown();
          }
      }
  
      public static void FiddlerApplication_AfterSessionComplete(Session sess)
      {
          try
          {
              if (!sess.fullUrl.Contains("test"))
              return;
              GlobalDownloadLink = sess.fullUrl;
          }
          catch (Exception ex)
          {
              successful = false;
  
              throw new System.ArgumentException(ex.Message, "FiddlerApplication_AfterSessionComplete");
          }
      }
  }
  </code></pre>
  
  <p>My new Updated Apconfigwith new error Configuration System Failed to Initialize</p>
  
  <pre><code>&lt;configuration&gt;
  
    &lt;runtime&gt;
      &lt;legacyCorruptedStateExceptionsPolicy enabled="true" /&gt;
    &lt;/runtime&gt;
  &lt;configSections&gt;
  
  &lt;/configSections&gt;
  &lt;startup&gt;&lt;supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.0"/&gt;&lt;/startup&gt;
  
    &lt;appSettings&gt;
      &lt;add key="BrowserShow" value="Y"/&gt;
      &lt;add key="DebugCreate" value="true"/&gt;
      &lt;add key="FileName10" value="AccountActivity"/&gt;
      &lt;add key="FileName20" value="ForeignActivities"/&gt;
      &lt;add key="FileNameShar" value="MatbeotSchirim"/&gt;
    &lt;/appSettings&gt;
  &lt;/configuration&gt;
  </code></pre>