The general steps would include:

1. Create Error.xaml page to display error to the users
2. Override Application_UnhandledException event in app.xaml
3. Log the exception and redirect user to the error page from the event handler above.

One small caveat is that NavigationServie lives in the context of the Phone Application Frame; but it can be accessed in app.xaml through Application.Current.RootVisual:

var root = Application.Current.RootVisual as PhoneApplicationFrame;
root.Navigate(new Uri("/Error.xaml", UriKind.Relative));

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