If you are using Team Foundation Server with Visual Studio, it will be useful for you to integrate your projects bug system with the TFS Work Items system. You can write a simple module for your program which will handles the exceptions and collects needed information and send them to the TFS.
So how can we do something like that? First you have to write an error management module which will handles exceptions, errors, etc. and generates understandable information from them. After generating this information lastly you have to send this information to the TFS.