[NumLock]

Код:

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure FormCreate(Sender: TObject);
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
    procedure ExceptionEvent(Sender: TObject; E: Exception);
    procedure DoCheck;
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);
begin
  Application.OnException:=ExceptionEvent;
end;

procedure TForm1.ExceptionEvent(Sender: TObject; E: Exception);
begin
//  ShowMessage(E.Message);
end;

procedure TForm1.DoCheck;
begin
  if True then raise Exception.Create('Oops');
end;

procedure TForm1.Button1Click(Sender: TObject);
begin
  DoCheck;
end;

end.

но с Exit красивее