Error calling Application.SetUnhandledExceptionMode()

Hello,
I receive the following error when trying to call Application.SetUnhandledExceptionMode(UnhandledExceptionMode.CatchException) in my VB .NET app.
System.InvalidOperationException was unhandled
  Message="Thread exception mode cannot be changed once any Controls are created on the thread."
  Source="System.Windows.Forms"
I have looked at a couple of C# examples online and they seem to be calling this function before calling Application.Run() in the Sub Main().  However, I couldn't find the Sub Main() in my application.  So I wrote the following in the same file as my form:
Namespace My
     Partial Friend Class MyApplication
          Private Sub MyApplication_Startup(ByVal sender As Object, ByVal e As Microsoft.VisualBasic.ApplicationServices.StartupEventArgs) Handles Me.Startup
               Dim oError As New ExceptionHandler()
               oError.AddHandler()  ' this calls Application.SetUnhandledExceptionMode
          End Sub
     End Class
End Namespace
I was hoping this would fire before the Application.Run(), but I still receive the error.  Does anyone know how to solve this?
Thanks

I know it's an really old post but every answer on the web are wrong for now. I want to share my method that work really well actually.
I am under Visual Studio 2010 in a Windows Application Project with framework 4. So to achieve your need you right click on
My Project Folder and click open. Under Application tab (the default one) click on the latest button
View Application Events. This will create an ApplicationEvents class. Open it and copy paste this code :
Public Sub My_Startup(ByVal sender As Object, ByVal e As Microsoft.VisualBasic.ApplicationServices.StartupEventArgs) Handles Me.Startup
AddHandler AppDomain.CurrentDomain.UnhandledException, AddressOf CurrentDomain_UnhandledException
AddHandler System.Windows.Forms.Application.ThreadException, AddressOf UIThreadException
End Sub
Private Sub UIThreadException(ByVal sender As Object, ByVal ex As ThreadExceptionEventArgs)
Try
WriteErrorLog(ex.Exception)
Catch
Finally
End Try
End Sub
' Handle the UI exceptions by showing a dialog box, and asking the user whether
' or not they wish to abort execution.
' NOTE: This exception cannot be kept from terminating the application - it can only
' log the event, and inform the user about it.
Private Sub CurrentDomain_UnhandledException(ByVal sender As Object, ByVal e As System.UnhandledExceptionEventArgs)
Try
Dim ex As Exception = CType(e.ExceptionObject, Exception)
WriteErrorLog(ex)
Catch exc As Exception
End Try
End Sub
From method:
WriteErrorLog(ByVal ex As Exception)
You can create your own method to log the error. Note that you
do not need of :
Application.SetUnhandledExceptionMode(UnhandledExceptionMode.Automatic)
At all  and
even less turning off the application framework.
Hope this will help someone.
dalkar69

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