Ctrl C
On Windows, the handling of SIGINT (aka Ctrl+C for a DOS prompt) is done in a different thread than the running thread. Which means that the current runtime cannot handle it properly without failing, since it throw the exception in the wrong thread.
I've posted a question on the Microsoft newsgroups and here is the thread. The interesting part of my thread is a reference to another discussion thread where they propose a solution.
This needs to be investigated.