Why am I getting a RPC server error using a SaveFileDialogue in a WinForms app?

I'm getting an error when I try to use the SaveFileDialogue in a WinForms app. I must be missing something as the error makes no sense (to me!)!

The error is: "First-chance exception at 0x000007fefc99cacd in TestProject.exe: 0x000006BA: The RPC server is unavailable."

The error occurs when this line runs: "if (SD.ShowDialog() == DialogResult.OK)".

Here is my code:

var SD = new SaveFileDialog();
SD.Filter = "PDF (*.pdf)|*.pdf|Show All Files (*.*)|*.*";
SD.FileName = "Untitled";
SD.Title = "Save As";
if (SD.ShowDialog() == DialogResult.OK)
{
// DO SOMETHING HERE
}

Edit: I'm saving the file locally, but the error occurs before the user has even picked a location to save, it occurs at the point where I try to show the dialogue for the user to pick the location!

Probably you have activated some flag in the Exceptions Debug Menu.
Try to reset to default configuration going to Debug -> Exceptions -> Reset All