Com Interop Exception Unhandled

While stress testing an application we have I ran into a Com-Interop error
that was unhandled. The actual error said that the pagefile was too small
and gave me an HResult error. The odd part was that I thought Com-Interop
Errors could be caught with try..catch blocks. After looking at the code I
can't seem to find any code that calls that library outside of a try/catch
block.

So my question is when the application is launching is it trying to load the
DLL into memory where it may fail and return an exception before entry into
my code?

Amy