When an exception is thrown (while debugging in the IDE), i have the opportunity to view details of the exception:
In visual studio that sort of information can be outputted by a debugger visualizer.
I assume that because it is possible to write your own debugger visualizer: http://msdn.microsoft.com/en-us/library/e2zc529c.aspx
That in theory, if your can reverse engineer the built-in debugger visualizer for exceptions (if your can work out where they are stored) then you could use the same functionality.
EDIT:
Here is a post about where the debugger visualizers are kept: Where do I find Microsoft.VisualStudio.DebuggerVisualizers?
You might be able to use it for your own purposes.