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c# - How can I handle the exception which throws on an external dll?

I have developed a project which uses an external dll as FTPServer, I have created the FTP Server on my project like this:

private ClsFTPServer _ClsFTPServer;
_ClsFTPServer = new ClsFTPServer(FTPUserName, FTPPassword, FTPPath);

The Code above creates an instance of FTP server class, the class starts the FTPserver on it's constructor, it works fine independently as a module while the clients send their request correctly, but when an incorrect request comes to FTP server it throws an exception and cause my application to crash.

How can I handle the exception thrown by the external dll to prevent my application from crashing?

See Question&Answers more detail:os

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I recently answered a similar (ish) question which may prove useful - Catch completely unexpected error

EDIT. I have to agree with Hans' comment above - might be an idea to find another FTP server.

Just for completeness, here's the appdomain/thread exception setup from - http://msdn.microsoft.com/en-GB/library/system.windows.forms.application.threadexception.aspx

Application.ThreadException += new ThreadExceptionEventHandler  (ErrorHandlerForm.Form1_UIThreadException);

// Set the unhandled exception mode to force all Windows Forms errors to go through 
// our handler.
Application.SetUnhandledExceptionMode(UnhandledExceptionMode.CatchException);

// Add the event handler for handling non-UI thread exceptions to the event. 
AppDomain.CurrentDomain.UnhandledException +=
    new UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);

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