How to find first chance exceptions from output window

I'm gett开发者_如何学编程ing first chance exceptions in my output window in debug mode. How do I find where they're coming from? Do I have to put a breakpoint in every catch?

A first chance exception of type 'System.IO.IOException' occurred in mscorlib.dll

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Go to Debug, Exceptions (Ctrl + D, E), and check the types you're interested in.
This dialog tells the debugger to break whenever an exception is thrown, regardless of whether it's caught.