This happens when you run in Full screen mode as DelphiX then has full control of the screen and Windows no longer can access the screen. So when an error occurs the PC 'freezes' as the DelphiX program is no longer running and Delphi which needs to show you the error can no longer write to the screen so it seems to hang in the background.

The best solution is to disable full screen (The DelphiX tutorial in this forum is great to show how to use full screen in wondowed mode). Otherwise just display your DelphiX in a window on the screen until after your debugging is done.