Well it seems that I am not the only one who is getting this exception. Everytime I Ctrl+Del while in my application, I am kicked back to .NET wit this exception:
An unhandled exception of type 'Microsoft.DirectX.Direct3D.DeviceLostException' occurred in microsoft.directx.direct3d.dll
Additional information: Error in the application.
I thought it was device.DeviceReset event triggering, but that did not seem to solve the problem. I am getting the same problem in SDK tutorials too.
What is causing this problem and how could I fix it
Thank you.

Microsoft.DirectX.Direct3D.DeviceLostException
Quicker
wicked_mk
Just to clarify are you getting it in the sample 'tutorials' only, or ALL of the samples.
The tutorials are the ones number 1 through 6.
Does it happen with 'EmptyProject' for example
I just tried tutorial6 and when I ctrl-alt-del the app keeps running while task manager appears over the top. Can you give more detailed repro steps