Odd behavior with SDL + Win32 MessageBox

I’m programming in Visual C++ 2005, SDL 1.2.9 and OpenGL, and I’m
developing a framework which makes extensive use of exceptions (the
try, throw, catch cycle) for error handling.
When an exception is thrown on a Win32 platform, a message box
(MessageBox function) is shown so the user can get a full description
of what is going wrong. However, after successfully setting up the
video mode in SDL like this:

SDL_SetVideoMode( 800, 600, 32, SDL_OPENGL | SDL_GL_DOUBLEBUFFER );

all further calls to MessageBox are ignored (I can hear the beep, but
no error window is opened).
Please, can you help me?
Thanks a lot!_______________________________________________________
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It seems that this have been already fixed in SVN.
May be here:
Please try SVN version and report a results here.

Best Regards,
Dmitry Yakimov