This is a dialog type which is similar to classical Windows Error Reporting error dialog in Windows XP. This dialog is written with WinAPI (no VCL) and it's a preferred dialog in your GUI applications.
Note: error messages in dialogs are controlled by nested exceptions behaviour options.
Dialog have wide range of options:
Minimalistic view of MS Classic dialog type
MS Classic with all options checked
For comparison: here is both original Windows Error Dialog and EurekaLog dialog on Windows XP with classic themes:
Original MS error dialog
EurekaLog's MS Classic style dialog in maximum compatibility mode
This dialog type sends screenshot, if it was created (specified in send options).