The problem in this code is that when it's run and I push "Yes" button, This is shown:

This means that my application stopped working, I just want it to end.

private void App_DispatcherUnhandledException(object sender, DispatcherUnhandledExceptionEventArgs e)
        {
            string message = "An unhandled exception has ocurred, do you want close the app?";
            MessageBoxResult currentMB = MessageBox.Show(message, "SomeTitleApp", MessageBoxButton.YesNo, MessageBoxImage.Exclamation);

            if (currentMB == MessageBoxResult.Yes)
            { Application.Current.Shutdown(); }
            else
            { e.Handled = true; }
        }