Graceful quit on start-up failure

My application requires the presence of database files. If the user
neglects to ensure these are installed, my program tries to show a
message to that effect and quit gracefully.

However, I get GPF's. I assume the reason is that the functions I call
to display the warning and to test for "FileExists()" are spread in
other units which get created only later. I thought one cannot put the
mainform at the end of the auto-create list. I wonder is there a
graceful way.

Email appreciated. I respond to every email.
Matthew