madExcept Settings (Tab 3) 

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You can click on the tabs in the left side of the image:

behaviour groups...

You can define different behaviour depending on which class the exception has. E.g. for the "EDBEditError" exception class madExcept by default shows a simple message box (like Delphi would do without madExcept). For all other exception classes the full exception box is shown by default. The "classes" edit box can hold multiple exception classes, seperated by a comma.

Generally you can define two filters by specifying which exception classes belong to each filter. For both filters you can customize the exact behaviour. Furthermore you can define how madExcept shall behave for exceptions which don't fall into either of the two filters.

behaviour properties

For each behaviour group you can define a set of options. E.g. you can define what you want to see if an exception occurs. Do you want to see the full exception box, or only a simple message box? Shall the simple message box have a "details" button, which when being pressed will open up the full exception box? Or do you want to show an assistant instead of a normal message box? Or do you want to not show anything at all?

For some exceptions you might not be interested in the screen shot or not even in the bug report itself. So you can turn both off. Furthermore you can turn off the pausing of the running threads and the calling of any registered exception handlers.