procedure TForm.MeineDynForm(Sender: TObject);
var
  frm: TForm;
  Panel: TPanel;
begin
  frm := TForm.Create(Self);
  with frm do
  try
    Position := poScreenCenter;
    BorderStyle:= bsDialog;
    ClientHeight := 200;
    ClientWidth := 420;
    Caption := 'Hi';

    Panel := TPanel.Create(Self);
    try
      with Panel do
      begin
        Parent := frm;
        Left := 50;
        Top := 50;
        Width := 200;
        Height := 50;
        Caption := 'My Panel';
        ModalResult := mrOK;
      end;

    ShowModal;

    finally
      Palel.Free;
    end;
  finally
    Free;
  end;
end;