I\'ve being messing with the debug options and now all my exceptions are like
System.NullReferenceException crossed a native/managed boundary. >
System.NullReferenceException crossed a native/managed boundary.
Solution found here ("an option in Visual Studio 2010 called "Break when exceptions cross AppDomain or managed/native boundaries (Managed only) under Debugging > General"):
Ignore exceptions that cross AppDomains when debugging in Visual Studio 2010