Unhandled exception

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C#3.0

C#

Hi,
We have an application in c# and it uses COM interface for communicating to unmanaged code.Its a multi threaded application.After running application for long time, it shows windows dont send pop up message.We tried to put try, catch in both c# and unmanaged code but its not caught in catch block and we also tried to put unhandled thread handlers and all, but no use.
For all GUI updations,we used begin invoke.We have one C layer and it communications with GUI via COM.We are initializing COM like this and calling method
InitResult = CoInitializeEx(NULL,COINIT_MULTITHREADED);
ComAgent::ITest *ITest;
ComAgent::ITestPtr ptr(__uuidof(ComAgent::Test));


Can any one tell the reason?