Call exception filter only for the thread that set it

MSDN says:

Issuing SetUnhandledExceptionFilter replaces the existing top-level exception filter for all existing and all future threads in the calling process. The exception handler specified by lpTopLevelExceptionFilter is executed in the context of the thread that caused the fault

http://msdn.microsoft.com/en-us/library/windows/desktop/ms680634(v=vs.85).aspx
Ensure only one thread sets exception/interrupt handler