Я делаю так:

procedure TMain.FormCreate(Sender: TObject);
begin
if oraLogon.Execute then begin
oraSession.Connected:= True;
if oraSession.Connected then begin
Status.Caption:= 'Connected to ' + oraSession.ServerVersion;
Caption:= Caption + ' (' + oraSession.LogonUsername + ')'
end
else begin
Application.MessageBox(
'Сервер Oracle недоступен',
'Портфель клиента',
MB_ICONERROR + MB_OK);
Application.Terminate
end
end
else
Application.Terminate
end;