When running MSTEST unit tests in debug mode, the execution stops in every expected exception that is thrown. My test looks like this

[TestMethod()]
[ExpectedException(typeof(ArgumentNullException))]
public void ShouldThrowExceptionWhenPassingNull()
{
    object data = null;
    target.CheckNull(data);
}

the target method looks like this:

public void CheckNull(object data)
{
    if (ReferenceEquals(null, data))
    {
        throw new ArgumentNullException("data");
    }
} // test run breaks here: ArgumentNullException was unhandled by user code
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