It's much better to translate SE into C++ exceptions and handle that gracefully (if possible). See: http://msdn.microsoft.com/en-us/library/5z4bw5h5(v=vs.80).a

It's much better to translate SE into C++ exceptions and handle that gracefully (if possible). See: http://msdn.microsoft.com/en-us/library/5z4bw5h5(v=vs.80).aspx http://msdn.microsoft.com/en-us/library/5z4bw5h5(v=vs.80).as... You can log or report a lot of useful information, such as the stack trace, the whole context and explain what happened (memory access violation, division by zero, etc.). I think it's much better to handle as much as possible within the application before crashing to desktop. Also, I strongly encourage to digitally sign your application and register to WER. That way you can access the crash dumps that have been submitted by your customers.