I forgot to declare the ErrorCode Identifier with
var ErrorCode: DBIResult;

> procedure TfrmMain.FormCreate(Sender: TObject);
> begin
>    Application.OnException := AppException;
> end;
>
> procedure TfrmMain.AppException(Sender: TObject; E: Exception);
> begin
>    if E is EDBEditError then
>    begin
>       with EDBEditError(E) do
>       begin
>          if ErrorCode =  DBIERR_INVALIDDATE then
>          begin
>             MessageDlg('Invalid Date. Try dd-mm-yyyy',mtError, [mbOK],0);
>             Abort;
>          end;
>       end;
>    end;
> end;