Unhandled Exception while running program using .Net framework

I was running a program that uses the .Net framework and suddenly it stopped and prompted this: "Unhandled exception has occurred in a component in your application. If you click Continue.
The application will ignore this error and attempt to continue. Unspecified error."
How will I prevent this prompt from appearing in the future?
Also according to the prompt, I still can continue by ignoring the error message but they give me chills.

