When you have several .net applications or websites connecting to the same database, they all show up in SQL Profiler with the same Application Name ".Net SqlClient Data Provider". I just learned that you can add an Application Name property to the connection string so you can make a unique name for each application.

connectionString="Data Source=MyServer;Initial Catalog=MyDatabase;Persist Security Info=True;User ID=MyUserName;Password=MyPassword;Application Name=My Application"

I've been using the Application_Error event in ASP.NET as a global exception handler for a while.  While looking for a way to implement something similar for Windows Forms I found this post: http://blogs.msdn.com/tom_krueger/archive/2005/02/17/375602.aspx   explaining how to use Application.ThreadException to do just that.

I then found out that Application.ThreadException is not available in the .net Compact Framework but as explained here: http://www.danielmoth.com/Blog/2004/12/appdomainunhandledexception-part-1.html, AppDomain.CurrentDomain.UnhandledException can be used to accomplish the same thing.

There are some problems with using AppDomain.CurrentDomain.UnhandledException as explained here: http://www.codinghorror.com/blog/archives/000201.html