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type
     TTest = packed record
          param1         : DWORD;
          param2         : array of WORD;
     end;

procedure TForm1.FormCreate(Sender: TObject);
var
     p   : Pointer;
begin
     p := GetMemory(sizeof(TTest));

     //Crash hier
     Setlength(TTest(p^).param2, 5);

     showmessage(inttostr(TTest(p^).param2[1]));
end;					

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type
  PTest = ^TTest;
  TTest = packed record
    param1: DWORD;
    param2: array of WORD;
  end;

procedure TForm1.FormCreate(Sender: TObject);
var
  p: Pointer;
begin
  New(PTest(p));

  Setlength(PTest(p)^.param2, 5);

  showmessage(inttostr(PTest(p)^.param2[1]));

  Dispose(PTest(p));
end;