[marto]

Código Delphi [-]
unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, StdCtrls;

Type EDaoConnection = Class ( Exception );
Type EGINRole = Class ( Exception );

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
  private

  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.Button1Click(Sender: TObject);
begin
try
   raise EDaoConnection.Create('lalala');
Except
  on E: EDaoConnection do
    raise EGINRole.Create('TGINRole: Error '+ E.Message);
end;

end;

end.

A mi me funciona bien...