Each form has a property called Handle, which contains the form's hWnd. Many controls also have hWnd properties. However, don't try to pass Canvas.Handle to an API function expecting a hWnd, because TCanvas's Handle property is a hDC, not a hWnd.
By default, the internal debugger will halt any time there is an exception, even if the exception is trapped by code. This can often be useful for debugging purposes. If it offends you, turn it off. You control it from the Options/Environment menu.
Use the Application.OnException event. Look in the help under "application events" for details of how to create and attach an event handler to the application variable.
Based on the number of postings to comp.lang.pascal, it would seem that by far the largest number of problems calling Windows API functions or non-Delphi DLLs are caused by passing Pascal-style strings to functions that expect null-terminated (PChar) strings. This is the first thing you should check if you get a GPF or other strange results when calling an external function. See section 6.11 for more information on which type of strings go where.
Delphi always assumes that the color of the bottom left-hand corner pixel is the background color and should be displayed as transparent. Yes, it took me a while to figure this out. It's not documented anywhere, but if you have the VCL source, you can look at the code in BUTTONS.PAS.
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