Imports System.IO

Partial Public Class App
    Inherits Application

    Public Sub New()
        InitializeComponent()
    End Sub

    Private Sub Application_Startup(ByVal o As Object, _
        ByVal e As StartupEventArgs) Handles Me.Startup

        Me.RootVisual = New Page()

    End Sub

    Private Sub Application_UnhandledException(ByVal sender As Object, _
        ByVal e As ApplicationUnhandledExceptionEventArgs) Handles Me.UnhandledException

        If TypeOf e.ExceptionObject Is FileNotFoundException Then
            ' Inform the user 

            ' Recover from the error 
            e.Handled = True
            Return
        End If

        ' Exception is unrecoverable so stop the application and allow the 
        ' Silverlight plug-in control to detect and process the exception. 

    End Sub

End Class

using System.IO; // FileNotFoundException
using System.Windows; // Application, StartupEventArgs, ApplicationUnhandledExceptionEventArgs

namespace SilverlightApplication
{
    public partial class App : Application
    {
        public App()
        {
            this.Startup += this.Application_Startup;
            this.UnhandledException += this.Application_UnhandledException;

            InitializeComponent();
        }

        private void Application_Startup(object sender, StartupEventArgs e)
        {
            this.RootVisual = new Page();
        }

        private void Application_UnhandledException(object sender, 
            ApplicationUnhandledExceptionEventArgs e)
        {
            if (e.ExceptionObject is FileNotFoundException)
            {
                // Inform the user

                // Recover from the error
                e.Handled = true;
                return;
            }

            // Exception is unrecoverable so stop the application and allow the 
            // Silverlight plug-in control to detect and process the exception.
        }
    }
}