SDL with throw on windows

My app (mpeg4ip - uses cpp throw/catch to
alert if there are errors.

This seems to work fine on linux, etc, but fails on the Windows release
version using dev studio 5.0. It give a `runtime error’ - “abnormal program
termination” message box.

It does work on the Windows Debug version, but we see a
"first chance exception… Microsoft C++ exception" debug message after
each place we would be throwing.

I’ve got exceptions set on all projects and subprojects on the compiler

Any ideas ? Anyone run into similar problems ?