I am new with Boost and I am facing a Unhandled exception.
The program I am triying to use is working fine in release mode but crashing
in debug mode. Maybe compiler options are not set correctly.

Is there something specific for release and/or debug version ? Something to
diseable exceptions ?

The exception is "access violation". You can try and catch it before it becomes "unhandled": go to the menu Debug-->Exceptions-->select Win32 exceptions check box. The VS will break when the exception occures, and you'll see what happened (probably, you try to access a destroyed or uninitialized object).