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When debugging WCF you can see this exception. Some people advice to just disable stop on exception But it's useful feature.

The better is to go into details of this dialog and disable just this specific exception. The only small problem is that it's not in the list. But it's really a small problem. You can add it.

Just press "Add..." button, choose "Common Language Runtime Exceptions" from the drop down list and type the exception type, which is System.Configuration.ConfigurationErrorsException. Now you can disable stopping on just this exception and not all of them.