Unhandled exception

DOH!!! Just as I thought I got everything sorted out it tells me I have an unhandled exception. Whatever that is.

Here are the classes being used

Code:

class COption{
public:
	COption(const char* itsName = "",const int optNumber = 0):
	  name(itsName),number(optNumber)
	{}
	COption(const string& itsName,const int optNumber):
	  name(itsName),number(optNumber)
	{}
	string getName(){ return name;}
	int getNumber(){ return number; }
private:
	int number;
	string name;
};

class CMenu{
public:
	CMenu(const char* itsName = ""):
	  mName(itsName)
	{}
	CMenu(const string& itsName,COption* optList):
	  mName(itsName),o_array(optList)
	{}
	void showMenu(){
		for(int i = 0; i<sizeof(o_array); i++)
			cout << o_array[i].getNumber() << endl;
	}
private:
	string mName;
	COption* o_array;
};

And heres the code thats causing the problem, look for the comment where the debugger says there is an unhandled exception.

Code:

/*Prototypes*/
COption* mainMenu();

int main(){
	vector<int> pStack;

	/*Create the pegs*/
	CPeg* A = new CPeg(pStack,"A");
	CPeg* B = new CPeg(pStack,"B");
	CPeg* C = new CPeg(pStack,"C");	

	/*Create menu options*/
	COption* mainOpts = mainMenu(); //EXCEPTION ERROR OCCURS HERE
	
	/*Create Menus*/
	CMenu* mainMenu = new CMenu("MAIN MENU",mainOpts);
	mainMenu->showMenu();

	delete A,B,C,mainMenu;
	delete[] mainOpts;
	return 0;
}

COption* mainMenu(){
	COption* o_array = new COption[4];

	COption num1("Choose Difficulty",1);
	COption num2("Read rules",2);
	COption num3("Play game",3);
	COption num4("Leader board",4);
	COption num5("Exit",5);

	o_array[0] = num1;
	o_array[1] = num2;
	o_array[2] = num3;
	o_array[3] = num4;
	o_array[4] = num5;

	return o_array;
}

You create an array of 4 COption's then try and assign to 5 of them in your mainMenu() function.