Visual Studio 2013 "break on handled exceptions" not working, not breaking

Question

I am debugging an asp.net application on iisexpress.exe, I have configured visual studio 2013 to break on user-handled exceptions through the exception settings window but it still does not break when an exception is thrown. When I pause execution I can see on the Intellitrace window that a lot of exceptions were thrown but visual studio didn't break.

Answer 1

Ok, it seems it was because of the "Enable Just My Code" options was selected under

Options->Debugging->General

I don't know why but by default, it is checked. Any ideas? Should I leave it checked/unchecked?