Unfortunately, it looks like it is disabled by default during install (at least it was here on all 8 machines). To turn this useful feature on, run regedit.exe and set the following key/value pair in
HKCU\Software\Borland\BDS\3.0\Known IDE Packages
$(BDS)\Bin\exceptiondiag90.bpl = (Untitled)
If the value is blank, the package will not be loaded in the IDE. Therefore, set it to some arbitrary value, like "(Untitled)", restart Delphi, and you should be greeted with the exception dialog the next time you encounter an unhandled exception in the IDE.
Note: Be careful of using other 3rd party exception tools (e.g. madExcept and Eureka). You'll have to test for sure, but these other packages may end up consuming the exception before it gets to Quality Insight. If that's the case, simply disable the IDE package of the 3rd party exception tool.
Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.