Learning Delphi

A new person to Delphi, and having loaded from the CD find that I can
make exeutables which run. But I can't run a program whilst having the
project open.
If I compile it and close the project then it will run. BUt if the
project is still open I can't just run it. If I do I get the following

"Runtime Error 202 at 001:003E"

Any help gratefully received.

I am running a P200mmx with 32 meg ram, by the way.

Chris Mc Gough
North East England