Simple Exception Handling in Delphi 4

I'm a long-time Pascal/Delphi programmer, but have never used exceptions.  Now that I need them, I can't get the simplest exceptions to work rationally.  Here is a (hopefully) trivial test example

Function Funky(DivBy : integer) : integer;
     begin
     ShowMessage('Going into Funky Routine DivBy = ['+inttostr(DivBy)+']');
     try
        result := 42 div DivBy;
       except
        on EDivByZero do result := 0;
        on Exception  do result := 0;
       else result := 0;
       end; // of try
     ShowMessage('Leaving Funky Routine Result = ['+inttostr(result)+']');
     end;

I have tried every permutatiuon of the above exception clause, and in every case where DivBy is zero, I get the first ShowMessage and then an exception message raised by Delphi - completely ignoring my
attempt at handling the exception and aborting the program.  (I realize that the above example is wildly redundant - I think that the two "on"s and the else should each catch the exception separately.

I hope that I am just missing something terribly obvious.

*** While writing this question, I went back and tried to execute the program outside the IDE just for the heck of it, and the exception handling worked correctly.  Is this all it was? - that the IDE takes over exception handling?  Can this "feature" be turned off?  ***

Thank you.