Visual Studio Exception Woes

Microsoft, in their infinite wisdom have decided to make programming easier. How? By setting the default behavior for Visual Studio 2010 Ultimate to be to ignore (i.e.- not break on) exceptions thrown from non user-code. Behold the default settings for exceptions in a brand new C# project:
Try as I might, I have not yet discovered a way to change the default for these settings for all projects. How am I supposed to teach students about exception handling when Microsoft are doing their best to get rid of them?