I have been doing a bit of experimenting, and have discovered that an exception is being thrown, when an integer divide by zero occurs.
#include
It's a Windows structured exception, which has nothing to do with C++ - you would get the same exception if it were a C program.
The result is undefined, you could use __try / __except block to catch the error (structured exception handling). However, why not simply check for the error before your division?
This article claims to have a way to convert a structured exception to a C++ exception using the _set_se_translator function.
http://www.codeproject.com/KB/cpp/seexception.aspx
In msvc6 you can catch it with catch(...) and rethrow it with throw; however since you can't detect exception type that way you're better off doing something else.