trying to print out debugging information

My vb.net application was working both from SharpDevelop and clicking on the .exe file. Then it stopped working from the .exe and I'm trying to debug--and at the same time learn how to extend my debugging knowledge to figure out other problems.

I have tried:

try:
    form = MainForm.MainForm()
    Application.Run(form)
except e:
    print e
    MessageBox.Show(e)
    pass

I've put the above int he .program file but then the GU never shows. Just a flash and back to SharpDevelop. When I delete the MessageBox.Show(e) then it runs again but I cannot figure out how to obtain/read errors. Either they are occurring so quickly that when the "black window" (is that the console?) closes I lose them or they are not printing. Nothing prints in the Error pane (or Warning pane) but that would be great if I could direct errors there.

Any suggestions? Thanks in advance.

Steve