Оформил: DeeCo
Автор: http://www.swissdelphicenter.ch

 function SystemErrorMessage: string;
 var
   P: PChar;
 begin
   if FormatMessage(Format_Message_Allocate_Buffer + Format_Message_From_System,
                    nil,
                    GetLastError,
                    0,
                    @P,
                    0,
                    nil) <> 0 then
   begin
     Result := P;
     LocalFree(Integer(P))
   end
   else
     Result := '';
 end;

 procedure TForm1.Button1Click(Sender: TObject);
 begin
   ShowMessage(SystemErrorMessage);
 end;