If it is not your application, and you lack the source, there is nothing you can do except complain to the software vendor, who will no doubt claim it works for them and the fault is the display driver or some change you made to your registry. They may even be right. If it's your own app that goes belly up, this list can be used as a starting point to tracking the bug down, as the nature of the exception provides some hint as to what went wrong. Finally, use the code walkthrough checklist to see if you've made a common mistake. What they mean can be gleaned from various bits of documentation, and experience.
Common exceptions are in bold.
The thread tried to read or write data that is misaligned on hardware that doesn't provide alignment. . Not found on x86 boxes, but may appear on Merced or on on CE units. A breakpoint was encountered. You can actually skip to the next instruction now if you're devious with Exception filters. Only of interest to debuggers.