I\'ve being messing with the debug options and now all my exceptions are like
System.NullReferenceException crossed a native/managed boundary.
Of course, there is a "restore defaults" option that does affect a large number of settings (including some debug settings).
If you haven't tried it yet, use the "Reset all settings" option in the "Import and Export settings..." wizard, accessed from the Tools menu. It prompts to save your current settings before it does the reset.
If this does resolve your problem, and you're still curious to know what you changed, you can then save your settings again using the same wizard, and perform a diff between the two files.
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