There can be different reasons. By the way, you provide output, not exception. Please, provide full exception dump and show the like of code where it happens. Why forcing us into guesswork?
Anyway, there are typical common problems which cause such situation. Maybe most usual of them is the failure to find some file(s) in one of the configurations, because of incorrect assumptions on the file path. By the way, you can use the Debugger even in Release configuration. The difference is, most likely, not due to running under the debugger, but due to different project configuration, which is not the same. Run under debugger with Release configuration; and you will probably see if the file is still not found.
You should never assume any certain work directory during run-time. The working directory depends on Configuration, but in fact it is defined by the user at the moment of starting the application. You should never use absolute path or assume the path is visible due to Environment variable(s). It means you need to calculate the path to your data file during run-time. This path can be relative to your executable module (but usually only if this is immutable data) or one of the special directories, such as "All users" application data, etc.
Getting to further detail of the problem needs more exception information; first of all, lines of code where it happens. As your problem is manifested under Debugger, this is not too hard: you can catch exception, put a break point where exception is caught and look for stack using Visual Studio Debug -> Windows -> Call stack. This can be enough to find our there in code it happens for the purpose of reporting it in the CodeProject Question.
Dumping it programmatically is a bit more difficult; I haven't done it in C++ (in .NET its part of standard API), but Google search shows A Simple C++ Function Call Stack Trace Utility