"The parameter is incorrect" message pops up [on hold]

While running an app I wrote, sometimes a message pops up saying "The parameter is incorrect". (The pop-up I get)

The app continues running (with this message at the background) and so I can't find what is the reason for the message. Also, there is nothing in the event viewer - so no exception is written there. It doesn't happen all the time. It is arbitrary... How can I catch this exception??

Thanks, R.