How to handle assert() in Windows GUI apps?

[Andrej Mitrovic]

It turns out that using assert() that throws in a Windows application will show an error such as this:

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first.exe - Application Error
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The instruction at "0x00411e6a" referenced memory at "0x00000044". The memory could not be "read".
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I'm not sure if this is a bug or expected behavior. If it's expected, isn't it possible to reroute assert() to use a dialog box and report the failed assert there?

Here's the code, using WindowsAPI from dsource, non-unicode mode:
http://codepad.org/LOvfAwSR