When the Cafu server fails to initialize (e.g. when it could not obtain a socket on server port) and subsequently [http://trac.cafu.de/browser/cafu/trunk/Ca3DE/Server/Server.cpp?rev=174#L164 throws an exception] (or for that matter, any other initialization code throws an exception that goes unhandled in Cafu code), the exception propagates through wxWidgets code and eventually causes program termination.
Unfortunately, wxWidgets catches such exceptions and re-throws them, making it impossible to see in the stack trace where the exception originated. Enabling C++ EH exceptions in the Event Filter dialog of WinDbg makes it possible to catch the exception first chance, though.
See - http://www.cafu.de/forum/viewtopic.php?f=6&t=808 for details and the original report, - http://docs.wxwidgets.org/trunk/overview_exceptions.html for additional information.