How should you diagnose the error SEHException - External component has thrown an exception

Yes. This error is a structured exception that wasn't mapped into a .NET error. It's probably your DataGrid mapping throwing a native exception that was uncaught.

You can tell what exception is occurring by looking at the ExternalException.ErrorCode property. I'd check your stack trace, and if it's tied to the DevExpress grid, report the problem to them.

I had a similar problem with an SEHException that was thrown when my program first used a native dll wrapper. Turned out that the native DLL for that wrapper was missing. The exception was in no way helpful in solving this. What did help in the end was running procmon in the background and checking if there were any errors when loading all the necessary DLLs.

if you are having a problem as describe in this post:

asp.net mvc debugger throwing SEHException

then the solution is:

if you have any application from Trusteer (like rapport or anything ) just uninstall and reboot your system, it'll work fine ... found this solution here:

http://forums.asp.net/t/1704958.aspx/8/10?Re+SEHException+thrown+when+I+run+the+application