Tak si to musis prestavit v nastaveniach linkera (edit: sorry, v nastaveniach compilera). Nebudes distribuovat exe v ktorom je 80% debug balastu, alebo ak mas stale bez debug informacii tak to exe potom nemozes seriozne debugovat len ako asm.

http://info.borland.com/techpubs/delphi/delphi5/qs/ environ.html
To use the debugger, you must compile your program with debug information. Choose Project|Options, select the Compiler page, and check Debug Information. Then you can begin a debugging session by running the program from the IDE.

Ked robis release, tak to nezaskrtavaj (exe bude 3x mensie a potencialnemu crackerovi nedas na tanier vsetky nazvy tvojich fcii a premennych)...

P.S: To je prave co pisem, pozri si co tam vsetko je, a pozri si co to znamena, aby si vedel co to "delphi robi".