Catching unhandled exceptions using HttpModules

[Amil Hanish]

I am using VS 2005 and .NET 2.0. I am trying to catch exceptions in outside
the context of a page request (i.e. timer or background thread). I am
following the MS instructions at:

http://support.microsoft.com/?id=911816

but I still my handler code doesn't seem to be called no matter what I try.
Everything seems ok...HttpModule is in the GAC and I know it is available;
if I throw an exception in the context of a page request, all is fine and my
handler is called. But, if I throw an exception from a ThreadPool then my
handler is not called and I get a .NET debug dialog box popping up. I've
also tried both debug and release versions of both my HttpModule and the web
app.

Anyone have any ideas or have done this before?

Amil