1. If AllowElevatedTrustAppsInBrowser is set to 0, OOB Silverlight Application cannot be launched, Silverlight runtime just exit during the initialization. There is no message box or error message.
2. If xap is not signed or the certificate is not publish to client's "Trusted Publisher" store, and if you are using AutomationFactory.CreateObject in your Silvelright Project (in both in-browser and OOB scenarios), you probably will get the error message "Error: This operation is not supported in the current context." and error does not occur if debugging from VS.net, it only happens after you deploy the app to IIS.