procedure Tfmain.ImageEnView1DShowEvent;
var
  event:integer;
begin
  while ImageEnView1.IO.DShowParams.GetEventCode(event) do
    case event of
      IEEC_COMPLETE:
        begin
        ... end of stream!
        end;
    end;
end;

procedure TForm1.Button1Click(Sender: TObject);

    procedure PlayVid(var aView : TImageEnView);
    var   event:integer;
    begin
      aView.IO.DShowParams.FileInput := 'example.wmv';
      aView.IO.DShowParams.RenderAudio := True;
      aView.IO.DShowParams.RenderVideo := True;
      aView.IO.DShowParams.Connect;
      aView.IO.DShowParams.Position := 0;
      aView.IO.DShowParams.Run;

      while aView.IO.DShowParams.GetEventCode(event) do
      begin
        case event of
          IEEC_COMPLETE:
          begin
            ShowMessage('Done');  //not fired?
          end;
         end;
       end;
    end;

    procedure PlayInstanceOnForm;
    begin
      PlayVid( ImageEnView1);  //playing dfm instance works
    end;

    procedure CreateDynamicInstanceAndPlay;
    var AImageEn :  TImageEnView;
    begin
      AImageEn := TImageEnView.Create(Self);
      AImageEn.Parent := Self;
      PlayVid( AImageEn);  //always an exception: EInvalidOp  "Invalid floating point operation"
    end;

begin
  PlayInstanceOnForm;
  CreateDynamicInstanceAndPlay;
end;

   procedure PlayVid(var aView : TImageEnView);
    var   event:integer;
    begin
      aView.OnDShowEvent := DShowEvent;    <<<< added this
      aView.IO.DShowParams.FileInput := 'video\DifesaDiritto1.wmv';
      aView.IO.DShowParams.RenderAudio := True;
      aView.IO.DShowParams.RenderVideo := True;
      aView.IO.DShowParams.Connect;
      aView.IO.DShowParams.Position := 0;
      aView.IO.DShowParams.Run;
    end;

procedure TForm1.DShowEvent(Sender:TObject);
var
  event:integer;
begin
  ImageEnView1.IO.DShowParams.GetEventCode(event);   // <<<< note: of course cannot be ImageEnView1 when created at runtime!!
  case event of
      IEEC_COMPLETE:
      begin
        ShowMessage('Now fired');
      end;
   end;
end;

    procedure CreateDynamicInstanceAndPlay;
    var AImageEn :  TImageEnView;
    begin
      AImageEn := TImageEnView.Create(Self);
      AImageEn.Parent := Self;
      AImageEn.IEBitmap.Allocate(300, 300);   <<<< added this
      AImageEn.SetBounds(0, 0, 300, 300);      <<<< added this
      PlayVid( AImageEn); 
    end;