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This was an issue we heard of a couple of times, but were never able to reproduce. It may have something to do with certain theme settings in the operating system, or possibly by using some kind of trick to load in Aero themes.
The only way we knew could fix this was by going to Debug -> Exceptions... in Visual Studio and unchecking "Thrown" for either the FileNotFoundException, or possibly the "BindingFailure" item under the "Managed Debugging Assistants" section.
I hope that helps.