Exception handling doesn't work with Qt on Windows

I've reconfigured and recompiled Qt with flag -exceptions:
D:\Qt\2010.05\qt>mingw32-make confclean && configure -exceptions && mingw32-make
and now everything is ok!

Thanks all for help, especially to Nick D!

Anyway, it's very strange that I had Qt build without this flag. I had downloaded Qt SDK in binary form from official site.