SDK exceptions

Is there any way to catch SDK exceptions from within C++?
An example:
If I try to load an invalid mesh SDK will raise an exception with a short message dialog to explain what went wrong and terminates the application.
I just want to keep my application running...

Thanks

Isn't it just in debug mode? Also, I think you can define your own error handler through the SDK IIRC.

what is IIRC?

If I remember correctly :)