Unhandled Exception Handler in .NET 1.1

I’m maintaining a .NET 1.1 application and one of the things I’ve been tasked with is making sure the user doesn’t see any unfriendly error notifications.

I’ve added handlers to Application.ThreadException and AppDomain.CurrentDomain.UnhandledException, which do get called. My problem is that the standard CLR error dialog is still displayed (before the exception handler is called).

Jeff talks about this problem on his blog here and here. But there’s no solution. So what is the standard way in .NET 1.1 to handle uncaught exceptions and display a friendly dialog box?

Jeff’s response was marked as the correct answer because the link he provided has the most complete information on how to do what’s required.