You can click on the tabs in the left side of the image:
You can define which buttons you want to see in the exception box and which of the buttons shall be focused by default. You can also choose which icons you want to use for each button. The "continue application" button can be in disabled state sometimes, so there are two icons available for this button, one for enabled and one for disabled state.
For the three buttons "send bug report", "save bug report" and "print bug report" you can specify an assistant each. This assistant will be shown when the end user presses the button.
By default the exception box doesn't display the bug report. The end user needs to press the "show bug report" button to see the bug report details. If you don't like that you can tell madExcept to automatically show the bug report.
In case you don't like the fancy default buttons, you can ask madExcept to show standard buttons instead of the fading owner draw buttons. These standard buttons look a bit more like the buttons you're used to see.
Finally you can choose which big icon you want to see in the exception box (if any).