hanlg：對不起，Delphi不是我專長！
但你試試：
  uses idException;       try
    //....Datei herunterladen
  except
    on E: EIdHTTPProtocolException do
        Showmessage(InttStr(E.ReplyErrorCode));
    on E: EIdSocketError do
        Showmessage(E.Message)
  end;
請參考！    

  try
    // raise Exception.Create('General Exception');
    // raise EIdSocketError.Create('IdSocketError Exception');
  except on E:Exception do begin
      if not (E is EIdSocketError) then // Bypass EIdSocketError only
        raise;
    end;
  end;