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S.K Nayak
No one, unhandled exceptions will generally make your application crash. In a Windows Forms application, you could handle exceptions globally by hooking up some event handlers in the Main method of the application as described here: http://msdn.microsoft.com/en-us/library/system.windows.forms.application.setunhandledexceptionmode(v=vs.110).aspx
In a WPF application you could handle the DispatcherUnhandledException in App.xaml.cs to process any unhandled exceptions that occur on the dispatcher thread: http://msdn.microsoft.com/en-us/library/system.windows.application.dispatcherunhandledexception.aspx