Exception window in VS.NET 2010 is missing the "User-unhandled" column
Solution 1:
My installation of Visual Studio 2010 does have the "User-unhandled" column:
Edit
From VS2008 Debugger does not break on unhandled exception...
As it turns out, if you do not have "Enable Just My Code (Managed Only)" checked in the Debug options, the "User-Unhandled" column does not show in the "Exceptions" dialog.