Hi,
Thanks for your feedback!

It may be caused your VS2005 applied a non-standard environment setting,
you can recall that command into the Debug menu by the following steps:
Click Tool, choose Customize¡­ to open the Customize dialog.
In the Customize dialog, select Commands tab and click the Rearrange
Commands¡­ button to open the Rearrange Commands dialog.
In the Rearrange Commands dialog, select Menu Bar and choose the Debug from
the listbox in the top-rigth.
Click Add¡­ button to open the Add Command dialog.
In the Add Command dialog, select the Debug entry from the left Catalog
list, then Choose the Exceptions¡­ entry in the right Commands list and
click OK button to add it.
In the Rearrange Commands dialog, use the Move Down button to locate that
added command, finally click Close buttons to close the Rearrange Commands
and Customize dialogs.

You can find it in your VS2005's Documentation, just type the "keyboard
shortcuts" in the Index's Look for input box.

Another place you can check and modify it is in the VS2005's Option dialog:
Tools\Options\Environment\Keyboard

If there is any question, please feel free to let know. Thanks for your
understanding!

Best Regards,

Terry Fei[MSFT]
Microsoft Community Support
Get Secure! www.microsoft.com/security