You can click on the tabs in the left side of the image:
By default madExcept automatically saves the bug report, but only if the bug report didn't get sent. The sense of this logic is that if the bug report got sent to you, there's no reason to save it. But if it didn't get sent to you, probably you want to collect all bug reports until the end user finally decides to contact you.
If you want you can tell madExcept to automatically send the bug report to you. Furthermore you can choose whether you want the sending to happen silently/secretly, or whether you want to show an email / upload progress box. Please make sure that your end users won't be annoyed by you sending information without asking them!
Optionally you can tell madExcept to copy the bug report to the clipboard. This feature is turned off by default, because turning it on can mean, that aborting the exception box won't work without a slight delay. The reason for this delay a bit complicated: The exception box is usually already shown before the bug report is fully rendered. Now if the user aborts the exception box, the rendering of the bug report is aborted, too. Of course if you activated this option, madExcept can't abort the rendering, cause it still has to copy the final bug report to the clipboard. Well, most of the time it all doesn't really matter, because rendering the bug report takes usually less than a second and most end users won't abort the exception box so fast...
The option pause all running delphi/bcb threads tells madExcept what it shall do with the process' threads, once an exception occurs. If the option is turned on, madExcept pauses all threads (i.e. the whole process), in order to avoid follow up exceptions. Otherwise madExcept leaves all threads running, even while the exception box is shown. This option is turned off by default because pausing all threads can sometimes (very rarely) result in deadlocks. Furthermore when the main thread is paused, the application may appear to be frozen, because the forms won't redraw. On the other hand pausing all threads does make sense. So it's up to you, whether you want to enable this option or not. If you do enable it, please also have a look at the function PauseMeEventually.
There may be situations where madExcept is busy rendering a bug report while no exception box is visible. This can happen e.g. if you turned the exception box off, or if the user aborted the exception box before the bug report was fully rendered (and if the bug report is needed for some reason). It can also happen, if exceptions occur in the initialization or finalization section of a DLL. If for any of the mentioned reasons madExcept is busy without a window being visible, do you want to show a "please wait" box? Generally this is recommended, because otherwise the end user might be confused, if the program doesn't react without any visible reason. However, in some situations you might want to avoid any boxes to show up (e.g. for server applications).
You can configure madExcept so that the exception box is closed after one minute, if the user doesn't do anything. Depending on in what period the last 10 exceptions occurred, madExcept will then either automatically continue the application or automatically restart the application or automatically close the application. The button which is going to be automatically pressed by madExcept after the one minute delay gets focused and painted in the form of a progress bar. If you told madExcept to not show the exception box, madExcept won't wait that minute, but continue/restart/close your application at once.